+5,523.6%
COF vs LUV
+988.3%
+4,535.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.1% | -0.1% | -6.0% | -6.0% |
| 30D | -5.2% | -14.6% | +9.4% | +2.3% |
| 3M | +17.0% | -5.7% | +22.7% | +19.7% |
| 6M | +12.9% | -8.4% | +21.3% | +16.1% |
| YTD | -13.5% | -5.1% | -8.4% | -14.0% |
| 1Y | -5.9% | +26.6% | -32.4% | -19.3% |
| 3Y | +117.1% | +39.7% | +77.4% | +67.9% |
| 5Y | +45.4% | -12.0% | +57.4% | +39.1% |
| 10Y | +244.1% | +17.3% | +226.8% | +176.3% |
| All | +5,523.6% | +988.3% | +4,535.3% | +1,644.6% |
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