+19.6%
CME vs LUV
+57.3%
-37.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.5% | +1.8% |
| 7D | +4.8% | +6.8% | -1.9% | +5.3% |
| 30D | +14.2% | +10.9% | +3.2% | +14.9% |
| 3M | +17.9% | -4.2% | +22.2% | +17.6% |
| 6M | +7.2% | +22.1% | -14.9% | +7.7% |
| YTD | +16.7% | +13.8% | +2.9% | +17.1% |
| 1Y | +19.6% | +59.2% | -39.7% | +18.9% |
| All | +19.6% | +57.3% | -37.8% | +18.9% |
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