-11.1%
CHRW vs LUV
+57.3%
-68.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -1.3% |
| 7D | +4.9% | +6.8% | -1.9% | +3.3% |
| 30D | -4.8% | +10.9% | -15.7% | -7.2% |
| 3M | -13.1% | -4.2% | -8.9% | -12.5% |
| 6M | -16.3% | +22.1% | -38.5% | -21.7% |
| YTD | -15.8% | +13.8% | -29.6% | -19.8% |
| 1Y | -11.1% | +59.2% | -70.4% | -23.5% |
| All | -11.1% | +57.3% | -68.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling