+242.0%
COF vs LUV
+20.2%
+221.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.2% |
| 7D | -5.1% | -1.0% | -4.2% | -4.7% |
| 30D | -6.0% | -12.4% | +6.3% | +0.7% |
| 3M | +14.8% | -11.0% | +25.8% | +21.5% |
| 6M | +15.3% | -5.0% | +20.3% | +16.5% |
| YTD | -13.0% | -3.8% | -9.3% | -14.5% |
| 1Y | -5.7% | +25.9% | -31.6% | -20.9% |
| 3Y | +118.1% | +42.2% | +75.9% | +58.5% |
| 5Y | +46.2% | -10.8% | +57.0% | +37.8% |
| All | +242.0% | +20.2% | +221.8% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling