+640.8%
APP vs LUV
+39.7%
+601.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.8% |
| 7D | +0.1% | +3.1% | -3.0% | -1.0% |
| 30D | -10.0% | -17.4% | +7.4% | -3.5% |
| 3M | -44.6% | -4.9% | -39.8% | -43.6% |
| 6M | -37.9% | -5.7% | -32.2% | -36.8% |
| YTD | -53.7% | -5.2% | -48.5% | -53.7% |
| 1Y | -43.0% | +24.1% | -67.1% | -49.2% |
| 3Y | +640.8% | +39.6% | +601.2% | +502.1% |
| All | +640.8% | +39.7% | +601.0% | +502.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling