+203.9%
CAT vs LUV
+39.7%
+164.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +5.6% | +3.1% | +2.5% | +4.5% |
| 30D | -2.3% | -17.4% | +15.1% | +3.6% |
| 3M | -10.0% | -4.9% | -5.1% | -8.7% |
| 6M | +21.2% | -5.7% | +27.0% | +22.6% |
| YTD | +44.4% | -5.2% | +49.6% | +44.4% |
| 1Y | +96.3% | +24.1% | +72.2% | +79.8% |
| 3Y | +203.9% | +39.6% | +164.3% | +138.8% |
| All | +203.9% | +39.7% | +164.2% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling