+24.5%
COP vs LUV
+38.7%
-14.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +0.7% | -1.1% | -0.5% |
| 30D | +11.7% | -13.4% | +25.2% | +12.2% |
| 3M | +17.7% | -9.6% | +27.3% | +17.5% |
| 6M | +18.3% | -8.9% | +27.2% | +18.1% |
| YTD | +49.1% | -5.2% | +54.2% | +46.5% |
| 1Y | +53.3% | +27.0% | +26.3% | +42.5% |
| All | +24.5% | +38.7% | -14.3% | +2.5% |
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