+6,781.2%
CME vs LUV
+196.1%
+6,585.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +6.2% | -18.4% | +24.6% | +11.9% |
| 3M | +10.4% | -3.2% | +13.6% | +10.3% |
| 6M | -9.5% | -14.8% | +5.3% | -7.5% |
| YTD | +6.0% | -2.9% | +8.9% | +3.6% |
| 1Y | +9.3% | +29.6% | -20.3% | -2.3% |
| 3Y | +57.7% | +35.2% | +22.5% | +31.1% |
| 5Y | +77.7% | -11.7% | +89.4% | +63.1% |
| 10Y | +281.2% | +21.6% | +259.7% | +179.8% |
| All | +6,781.2% | +196.1% | +6,585.1% | +3,156.7% |
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