+100.0%
DAL vs LUV
+39.7%
+60.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | 0.0% |
| 7D | +3.4% | +3.1% | +0.3% | +1.4% |
| 30D | -13.6% | -17.4% | +3.9% | -2.3% |
| 3M | +1.2% | -4.9% | +6.1% | +4.4% |
| 6M | +34.5% | -5.7% | +40.2% | +39.0% |
| YTD | +14.7% | -5.2% | +19.8% | +17.0% |
| 1Y | +29.2% | +24.1% | +5.1% | +10.4% |
| 3Y | +100.0% | +39.6% | +60.4% | +49.3% |
| All | +100.0% | +39.7% | +60.2% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling