+659.1%
B vs LUV
+5,100.5%
-4,441.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -7.3% | +1.1% | -8.4% | -7.3% |
| 30D | -3.3% | +14.2% | -17.6% | -3.6% |
| 3M | -7.8% | +0.6% | -8.4% | -7.8% |
| 6M | -15.5% | +15.1% | -30.6% | -15.7% |
| YTD | -12.3% | +10.2% | -22.5% | -12.4% |
| 1Y | +5.4% | +38.4% | -33.1% | +4.9% |
| 3Y | +165.5% | +107.5% | +58.0% | +163.9% |
| 5Y | +107.0% | +1.1% | +105.9% | +105.7% |
| 10Y | +210.6% | +16.0% | +194.6% | +209.3% |
| All | +659.1% | +5,100.5% | -4,441.4% | +836.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling