-3.6%
COST vs LUV
+24.6%
-28.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.0% |
| 7D | -3.1% | +0.4% | -3.6% | -3.1% |
| 30D | -2.8% | -18.4% | +15.6% | -3.4% |
| 3M | -5.7% | -3.2% | -2.5% | -5.7% |
| 6M | -8.8% | -14.8% | +6.1% | -8.6% |
| YTD | +6.7% | -2.9% | +9.5% | +7.0% |
| 1Y | -3.6% | +29.6% | -33.2% | -3.0% |
| All | -3.6% | +24.6% | -28.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling