+66.4%
CME vs LUV
+111.1%
-44.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +3.9% | +1.1% | +2.8% | +4.0% |
| 30D | +11.3% | +14.2% | -2.9% | +11.8% |
| 3M | +19.6% | +0.6% | +18.9% | +19.6% |
| 6M | +8.1% | +15.1% | -7.0% | +8.3% |
| YTD | +20.4% | +10.2% | +10.2% | +20.8% |
| 1Y | +16.5% | +38.4% | -21.9% | +17.1% |
| 3Y | +66.4% | +107.5% | -41.0% | +80.4% |
| All | +66.4% | +111.1% | -44.6% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling