+142.3%
CI vs LUV
+18.6%
+123.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +3.1% | -14.6% | +17.7% | +6.4% |
| 3M | -4.5% | -5.7% | +1.2% | -3.9% |
| 6M | +8.3% | -8.4% | +16.7% | +8.9% |
| YTD | +3.8% | -5.1% | +8.9% | +2.8% |
| 1Y | -5.0% | +26.6% | -31.6% | -12.2% |
| 3Y | +5.8% | +39.7% | -33.9% | -8.3% |
| 5Y | +50.6% | -12.0% | +62.6% | +44.5% |
| All | +142.3% | +18.6% | +123.7% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling