+1,044.0%
C vs LUV
+5,100.5%
-4,056.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | +2.0% | +14.2% | -12.3% | -3.8% |
| 3M | -10.1% | +0.6% | -10.7% | -10.8% |
| 6M | +1.0% | +15.1% | -14.1% | -5.8% |
| YTD | +8.5% | +10.2% | -1.7% | +1.4% |
| 1Y | +25.7% | +38.4% | -12.7% | +6.5% |
| 3Y | +216.0% | +107.5% | +108.5% | +114.6% |
| 5Y | +112.3% | +1.1% | +111.2% | +90.2% |
| 10Y | +217.8% | +16.0% | +201.8% | +158.0% |
| All | +1,044.0% | +5,100.5% | -4,056.5% | +130.4% |
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