+392.2%
DAL vs LUV
+260.6%
+131.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +8.8% | +4.8% | +4.0% | +4.2% |
| 30D | +5.4% | +6.5% | -1.1% | -0.8% |
| 3M | -4.9% | -4.9% | -0.1% | -0.6% |
| 6M | +19.8% | +8.1% | +11.8% | +10.5% |
| YTD | +27.0% | +9.0% | +18.0% | +10.9% |
| 1Y | +52.5% | +43.6% | +8.9% | +1.7% |
| 3Y | +173.8% | +101.4% | +72.5% | +16.1% |
| 5Y | +104.5% | -7.3% | +111.8% | +88.1% |
| 10Y | +129.7% | +24.6% | +105.1% | +47.7% |
| All | +392.2% | +260.6% | +131.6% | +1.0% |
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