+73.1%
CME vs LUV
-0.2%
+73.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +3.9% | +1.1% | +2.8% | +3.9% |
| 30D | +11.3% | +14.2% | -2.9% | +11.1% |
| 3M | +19.6% | +0.6% | +18.9% | +19.5% |
| 6M | +8.1% | +15.1% | -7.0% | +7.5% |
| YTD | +20.4% | +10.2% | +10.2% | +19.7% |
| 1Y | +16.5% | +38.4% | -21.9% | +14.8% |
| 3Y | +66.4% | +107.5% | -41.0% | +57.2% |
| All | +73.1% | -0.2% | +73.3% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling