+421.5%
CARR vs LUV
+23.4%
+398.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | -3.8% | -1.0% | -2.8% | -3.5% |
| 30D | -8.9% | -12.4% | +3.4% | -4.8% |
| 3M | -17.3% | -11.0% | -6.3% | -14.3% |
| 6M | -1.4% | -5.0% | +3.6% | -0.6% |
| YTD | +10.0% | -3.8% | +13.8% | +9.4% |
| 1Y | -6.4% | +25.9% | -32.3% | -15.5% |
| 3Y | +1.5% | +42.2% | -40.7% | -16.1% |
| 5Y | +9.3% | -10.8% | +20.1% | +4.1% |
| All | +421.5% | +23.4% | +398.1% | +294.5% |
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