+3,231.7%
CLS vs LUV
+437.8%
+2,793.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.1% |
| 7D | +4.6% | +0.4% | +4.2% | +4.3% |
| 30D | -13.9% | -18.4% | +4.5% | -6.4% |
| 3M | -26.6% | -3.2% | -23.3% | -25.8% |
| 6M | +15.4% | -14.8% | +30.3% | +22.3% |
| YTD | +5.7% | -2.9% | +8.5% | +3.3% |
| 1Y | +41.1% | +29.6% | +11.5% | +21.1% |
| 3Y | +1,228.6% | +35.2% | +1,193.4% | +960.5% |
| 5Y | +3,240.6% | -11.7% | +3,252.3% | +3,034.5% |
| 10Y | +2,760.3% | +21.6% | +2,738.8% | +2,109.1% |
| All | +3,231.7% | +437.8% | +2,793.9% | +1,049.1% |
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