+93.1%
CHRW vs LUV
-14.7%
+107.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 3M | -17.3% | -5.7% | -11.6% | -16.8% |
| 6M | -12.7% | -8.4% | -4.2% | -12.0% |
| YTD | -4.1% | -5.1% | +1.0% | -4.3% |
| 1Y | +21.2% | +26.6% | -5.4% | +14.1% |
| 3Y | +88.9% | +39.7% | +49.2% | +69.0% |
| 5Y | +93.1% | -12.0% | +105.1% | +78.9% |
| All | +93.1% | -14.7% | +107.7% | +78.9% |
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 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