+11,573.1%
COST vs LUV
+4,376.1%
+7,197.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -2.8% | +0.7% | -3.4% | -2.9% |
| 30D | -5.3% | -13.4% | +8.2% | -2.5% |
| 3M | -6.7% | -9.6% | +2.9% | -5.2% |
| 6M | -9.9% | -8.9% | -1.0% | -9.3% |
| YTD | +5.1% | -5.2% | +10.3% | +4.2% |
| 1Y | -7.3% | +27.0% | -34.3% | -14.1% |
| 3Y | +70.4% | +39.6% | +30.8% | +49.5% |
| 5Y | +104.4% | -14.4% | +118.8% | +95.4% |
| 10Y | +609.0% | +17.3% | +591.7% | +484.9% |
| All | +11,573.1% | +4,376.1% | +7,197.0% | +2,823.1% |
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