+214.8%
B vs LUV
+15.9%
+199.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -7.3% | +1.1% | -8.4% | -7.4% |
| 30D | -3.3% | +14.2% | -17.6% | -4.2% |
| 3M | -7.8% | +0.6% | -8.4% | -7.9% |
| 6M | -15.5% | +15.1% | -30.6% | -16.4% |
| YTD | -12.3% | +10.2% | -22.5% | -13.1% |
| 1Y | +5.4% | +38.4% | -33.1% | +3.3% |
| 3Y | +165.5% | +107.5% | +58.0% | +155.8% |
| 5Y | +107.0% | +1.1% | +105.9% | +101.5% |
| All | +214.8% | +15.9% | +199.0% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling