+287.5%
CAH vs LUV
+20.2%
+267.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | +0.2% | -12.4% | +12.5% | +2.7% |
| 3M | +6.3% | -11.0% | +17.3% | +8.4% |
| 6M | +9.4% | -5.0% | +14.4% | +9.4% |
| YTD | +15.0% | -3.8% | +18.7% | +13.8% |
| 1Y | +55.4% | +25.9% | +29.5% | +44.9% |
| 3Y | +173.8% | +42.2% | +131.6% | +138.0% |
| 5Y | +395.2% | -10.8% | +406.0% | +374.8% |
| All | +287.5% | +20.2% | +267.2% | +231.4% |
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 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