+1,878.9%
CVS vs LUV
+4,376.1%
-2,497.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | -0.3% | -13.4% | +13.1% | +2.5% |
| 3M | -1.1% | -9.6% | +8.5% | +0.5% |
| 6M | +23.7% | -8.9% | +32.6% | +24.7% |
| YTD | +23.0% | -5.2% | +28.2% | +22.2% |
| 1Y | +37.2% | +27.0% | +10.1% | +27.9% |
| 3Y | +62.4% | +39.6% | +22.8% | +44.3% |
| 5Y | +31.8% | -14.4% | +46.2% | +26.8% |
| 10Y | +41.9% | +17.3% | +24.6% | +21.9% |
| All | +1,878.9% | +4,376.1% | -2,497.1% | +547.2% |
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