+5,396.4%
CL vs LUV
+5,278.7%
+117.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +9.5% | +14.0% | -4.5% | +7.6% |
| 3M | +6.8% | +2.6% | +4.2% | +6.3% |
| 6M | +14.3% | +17.3% | -3.0% | +11.5% |
| YTD | +27.0% | +14.0% | +13.0% | +23.6% |
| 1Y | +26.3% | +47.9% | -21.6% | +18.6% |
| 3Y | +39.3% | +114.0% | -74.7% | +21.6% |
| 5Y | +41.5% | +3.2% | +38.4% | +34.5% |
| 10Y | +84.1% | +20.0% | +64.1% | +64.0% |
| All | +5,396.4% | +5,278.7% | +117.7% | +1,903.6% |
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