+70.2%
CIFR vs LUV
+5.5%
+64.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.8% |
| 7D | -5.0% | -1.0% | -4.1% | -4.5% |
| 30D | -5.7% | -12.4% | +6.6% | +2.0% |
| 3M | -25.5% | -11.0% | -14.6% | -20.4% |
| 6M | +19.4% | -5.0% | +24.4% | +22.9% |
| YTD | +14.2% | -3.8% | +17.9% | +12.6% |
| 1Y | +69.0% | +25.9% | +43.1% | +38.9% |
| 3Y | +503.9% | +42.2% | +461.7% | +344.4% |
| 5Y | +27.7% | -10.8% | +38.4% | +16.1% |
| All | +70.2% | +5.5% | +64.7% | +54.3% |
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