+118.1%
COF vs LUV
+40.8%
+77.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -5.1% | -1.0% | -4.2% | -4.8% |
| 30D | -6.0% | -12.4% | +6.3% | -1.5% |
| 3M | +14.8% | -11.0% | +25.8% | +19.5% |
| 6M | +15.3% | -5.0% | +20.3% | +16.5% |
| YTD | -13.0% | -3.8% | -9.3% | -13.3% |
| 1Y | -5.7% | +25.9% | -31.6% | -15.6% |
| 3Y | +118.1% | +42.2% | +75.9% | +83.3% |
| All | +118.1% | +40.8% | +77.4% | +83.3% |
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