+7.4%
DASH vs LUV
-10.8%
+18.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -6.9% | -5.6% |
| 7D | -10.6% | +0.4% | -11.0% | -10.8% |
| 30D | +2.2% | -18.4% | +20.6% | +11.5% |
| 3M | +32.3% | -3.2% | +35.5% | +33.5% |
| 6M | +19.1% | -14.8% | +34.0% | +26.0% |
| YTD | -6.5% | -2.9% | -3.7% | -8.4% |
| 1Y | -14.9% | +29.6% | -44.5% | -28.4% |
| 3Y | +151.9% | +35.2% | +116.7% | +86.8% |
| All | +7.4% | -10.8% | +18.2% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling