+65.5%
CSX vs LUV
-13.6%
+79.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | +0.6% | +3.1% | -2.5% | 0.0% |
| 30D | -2.3% | -17.4% | +15.2% | +1.5% |
| 3M | +4.3% | -4.9% | +9.2% | +4.7% |
| 6M | +23.4% | -5.7% | +29.1% | +23.4% |
| YTD | +36.4% | -5.2% | +41.6% | +35.4% |
| 1Y | +53.0% | +24.1% | +28.9% | +42.2% |
| 3Y | +70.6% | +39.6% | +31.0% | +48.2% |
| 5Y | +65.5% | -12.5% | +77.9% | +56.7% |
| All | +65.5% | -13.6% | +79.1% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling