+316.5%
CHTR vs LUV
+309.9%
+6.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.4% |
| 7D | -4.1% | -1.0% | -3.1% | -3.8% |
| 30D | -3.0% | -12.4% | +9.4% | +0.2% |
| 3M | +4.8% | -11.0% | +15.8% | +7.5% |
| 6M | -35.0% | -5.0% | -30.1% | -35.0% |
| YTD | -30.2% | -3.8% | -26.4% | -30.7% |
| 1Y | -44.8% | +25.9% | -70.7% | -48.8% |
| 3Y | -66.6% | +42.2% | -108.8% | -70.8% |
| 5Y | -81.5% | -10.8% | -70.7% | -82.3% |
| 10Y | -44.8% | +19.0% | -63.8% | -54.1% |
| All | +316.5% | +309.9% | +6.6% | +123.9% |
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 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