+420.5%
DAL vs LUV
+275.8%
+144.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +10.7% | +6.6% | +4.1% | +4.3% |
| 30D | +12.5% | +11.2% | +1.3% | +1.8% |
| 3M | +3.6% | +3.6% | 0.0% | +0.1% |
| 6M | +26.7% | +13.1% | +13.6% | +12.0% |
| YTD | +34.3% | +13.6% | +20.7% | +12.9% |
| 1Y | +59.1% | +44.4% | +14.8% | +5.8% |
| 3Y | +179.9% | +113.2% | +66.6% | +12.4% |
| 5Y | +119.1% | +1.5% | +117.6% | +84.4% |
| 10Y | +125.6% | +20.2% | +105.5% | +51.6% |
| All | +420.5% | +275.8% | +144.7% | +2.8% |
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 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