+23,259.8%
CTAS vs LUV
+4,484.9%
+18,774.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -0.2% | -18.4% | +18.2% | +4.9% |
| 3M | +11.7% | -3.2% | +14.9% | +11.9% |
| 6M | +0.7% | -14.8% | +15.6% | +3.4% |
| YTD | +7.4% | -2.9% | +10.3% | +5.8% |
| 1Y | -2.1% | +29.6% | -31.7% | -10.9% |
| 3Y | +62.9% | +35.2% | +27.7% | +40.8% |
| 5Y | +111.9% | -11.7% | +123.6% | +100.2% |
| 10Y | +652.2% | +21.6% | +630.6% | +523.9% |
| All | +23,259.8% | +4,484.9% | +18,774.9% | +7,647.6% |
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