+688.6%
CAT vs LUV
+15.9%
+672.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +7.4% | +1.1% | +6.3% | +7.1% |
| 30D | -19.7% | +14.2% | -33.9% | -23.9% |
| 3M | -29.6% | +0.6% | -30.2% | -30.1% |
| 6M | -33.2% | +15.1% | -48.3% | -37.1% |
| YTD | +5.7% | +10.2% | -4.5% | -0.6% |
| 1Y | +9.3% | +38.4% | -29.1% | -5.8% |
| 3Y | +158.3% | +107.5% | +50.8% | +80.2% |
| 5Y | +211.6% | +1.1% | +210.5% | +181.4% |
| All | +688.6% | +15.9% | +672.7% | +564.2% |
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