+252.4%
APP vs LUV
+1.8%
+250.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +48.9% | +0.1% | +48.8% | +48.1% |
| 30D | +49.4% | +14.0% | +35.4% | +39.4% |
| 3M | +27.0% | +2.6% | +24.4% | +24.5% |
| 6M | -15.4% | +17.3% | -32.7% | -22.6% |
| YTD | -39.9% | +14.0% | -53.9% | -46.0% |
| 1Y | -32.0% | +47.9% | -79.8% | -47.2% |
| 3Y | +824.3% | +114.0% | +710.4% | +407.5% |
| 5Y | +252.4% | +3.2% | +249.3% | +219.5% |
| All | +252.4% | +1.8% | +250.6% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling