-4.6%
CARR vs LUV
+24.6%
-29.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.4% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | -8.7% | -18.4% | +9.7% | -3.1% |
| 3M | -12.6% | -3.2% | -9.3% | -11.8% |
| 6M | -1.5% | -14.8% | +13.3% | +1.5% |
| YTD | +14.3% | -2.9% | +17.2% | +13.8% |
| 1Y | -4.6% | +29.6% | -34.2% | -10.9% |
| All | -4.6% | +24.6% | -29.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling