+40.1%
CSGP vs LUV
+13.6%
+26.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -5.1% | +3.1% | -8.2% | -5.8% |
| 30D | +0.3% | -17.4% | +17.8% | +4.4% |
| 3M | -9.1% | -4.9% | -4.3% | -8.6% |
| 6M | -37.3% | -5.7% | -31.6% | -37.2% |
| YTD | -54.9% | -5.2% | -49.7% | -55.4% |
| 1Y | -65.5% | +24.1% | -89.7% | -68.3% |
| 3Y | -63.3% | +39.6% | -102.9% | -68.4% |
| 5Y | -65.8% | -12.5% | -53.3% | -67.3% |
| 10Y | +40.1% | +12.9% | +27.2% | +17.8% |
| All | +40.1% | +13.6% | +26.5% | +17.8% |
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