+213.4%
CAT vs LUV
+1.8%
+211.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.8% |
| 30D | -24.6% | +14.0% | -38.6% | -28.0% |
| 3M | -28.5% | +2.6% | -31.1% | -29.4% |
| 6M | -34.8% | +17.3% | -52.1% | -38.6% |
| YTD | +5.9% | +14.0% | -8.1% | -0.9% |
| 1Y | +6.8% | +47.9% | -41.1% | -8.6% |
| 3Y | +161.1% | +114.0% | +47.1% | +84.4% |
| 5Y | +213.4% | +3.2% | +210.3% | +183.0% |
| All | +213.4% | +1.8% | +211.6% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling