+25,808.1%
CAT vs LUV
+4,484.9%
+21,323.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | -18.4% | +11.9% | -0.7% |
| 3M | -13.3% | -3.2% | -10.1% | -12.6% |
| 6M | +11.6% | -14.8% | +26.5% | +16.3% |
| YTD | +42.9% | -2.9% | +45.8% | +42.1% |
| 1Y | +95.4% | +29.6% | +65.9% | +77.4% |
| 3Y | +196.6% | +35.2% | +161.4% | +157.2% |
| 5Y | +321.7% | -11.7% | +333.3% | +306.9% |
| 10Y | +1,140.8% | +21.6% | +1,119.2% | +944.3% |
| All | +25,808.1% | +4,484.9% | +21,323.2% | +7,337.7% |
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