-29.6%
CLS vs LUV
+57.3%
-86.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.8% | -15.9% | -10.2% |
| 7D | -21.1% | +6.8% | -27.9% | -22.2% |
| 30D | -38.2% | +10.9% | -49.1% | -39.5% |
| 3M | -36.3% | -4.2% | -32.1% | -35.5% |
| 6M | -43.8% | +22.1% | -66.0% | -45.5% |
| YTD | -20.0% | +13.8% | -33.9% | -19.7% |
| 1Y | -29.6% | +59.2% | -88.8% | -43.3% |
| All | -29.6% | +57.3% | -86.9% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling