+88.4%
CHRW vs LUV
+38.8%
+49.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +5.5% | -14.6% | +20.1% | +8.7% |
| 3M | -17.3% | -5.7% | -11.6% | -16.9% |
| 6M | -12.7% | -8.4% | -4.2% | -12.1% |
| YTD | -4.1% | -5.1% | +1.0% | -4.3% |
| 1Y | +21.2% | +26.6% | -5.4% | +14.5% |
| All | +88.4% | +38.8% | +49.6% | +68.9% |
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