-48.2%
CLF vs LUV
-12.1%
-36.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.7% | +0.7% | -3.3% | -2.9% |
| 30D | -3.2% | -13.4% | +10.2% | +3.0% |
| 3M | -5.0% | -9.6% | +4.6% | -1.8% |
| 6M | +26.6% | -8.9% | +35.5% | +29.8% |
| YTD | -9.0% | -5.2% | -3.8% | -9.2% |
| 1Y | +11.8% | +27.0% | -15.2% | -2.6% |
| 3Y | -15.1% | +39.6% | -54.7% | -31.9% |
| 5Y | -48.2% | -14.4% | -33.8% | -51.6% |
| All | -48.2% | -12.1% | -36.1% | -51.6% |
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 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