+291.5%
C vs LUV
+18.6%
+273.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +2.0% | -14.6% | +16.6% | +9.6% |
| 3M | +4.4% | -5.7% | +10.1% | +6.6% |
| 6M | +28.3% | -8.4% | +36.8% | +31.8% |
| YTD | +20.5% | -5.1% | +25.6% | +20.1% |
| 1Y | +45.5% | +26.6% | +19.0% | +25.3% |
| 3Y | +274.0% | +39.7% | +234.4% | +187.6% |
| 5Y | +136.1% | -12.0% | +148.2% | +122.4% |
| All | +291.5% | +18.6% | +273.0% | +224.1% |
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