+132.0%
C vs LUV
-12.1%
+144.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +1.9% | -13.4% | +15.4% | +7.4% |
| 3M | +2.8% | -9.6% | +12.4% | +6.3% |
| 6M | +30.6% | -8.9% | +39.5% | +33.7% |
| YTD | +19.9% | -5.2% | +25.0% | +20.1% |
| 1Y | +44.6% | +27.0% | +17.5% | +29.1% |
| 3Y | +272.1% | +39.6% | +232.5% | +205.1% |
| 5Y | +132.0% | -14.4% | +146.4% | +118.7% |
| All | +132.0% | -12.1% | +144.0% | +118.7% |
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