+338.5%
COP vs LUV
+20.2%
+318.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | +8.6% | -12.4% | +21.0% | +12.4% |
| 3M | +19.9% | -11.0% | +30.8% | +22.5% |
| 6M | +19.0% | -5.0% | +24.0% | +17.0% |
| YTD | +50.0% | -3.8% | +53.7% | +44.4% |
| 1Y | +50.5% | +25.9% | +24.6% | +30.8% |
| 3Y | +25.2% | +42.2% | -17.0% | -1.9% |
| 5Y | +194.3% | -10.8% | +205.0% | +168.5% |
| All | +338.5% | +20.2% | +318.3% | +280.9% |
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