+332.7%
CAT vs LUV
-12.1%
+344.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +2.9% | +0.7% | +2.3% | +2.7% |
| 30D | -2.6% | -13.4% | +10.8% | +2.1% |
| 3M | -10.7% | -9.6% | -1.1% | -7.8% |
| 6M | +16.1% | -8.9% | +25.0% | +18.8% |
| YTD | +43.2% | -5.2% | +48.4% | +43.1% |
| 1Y | +96.8% | +27.0% | +69.8% | +77.4% |
| 3Y | +201.4% | +39.6% | +161.7% | +150.2% |
| 5Y | +332.7% | -14.4% | +347.1% | +304.3% |
| All | +332.7% | -12.1% | +344.7% | +304.3% |
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