+3,154.0%
CLS vs LUV
+20.2%
+3,133.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.1% | +6.0% |
| 7D | +10.9% | -1.0% | +11.9% | +11.3% |
| 30D | +2.1% | -12.4% | +14.4% | +7.5% |
| 3M | -10.2% | -11.0% | +0.8% | -6.0% |
| 6M | +30.4% | -5.0% | +35.4% | +32.0% |
| YTD | +17.2% | -3.8% | +21.0% | +15.0% |
| 1Y | +41.0% | +25.9% | +15.1% | +22.0% |
| 3Y | +1,338.0% | +42.2% | +1,295.7% | +1,002.5% |
| 5Y | +3,860.6% | -10.8% | +3,871.3% | +3,600.5% |
| All | +3,154.0% | +20.2% | +3,133.7% | +2,798.8% |
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