-7.0%
DASH vs LUV
-7.8%
+0.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +0.4% | +4.8% | -4.4% | -1.4% |
| 30D | -6.0% | +6.5% | -12.6% | -8.6% |
| 3M | -15.8% | -4.9% | -10.9% | -13.9% |
| 6M | +7.0% | +8.1% | -1.1% | +2.6% |
| YTD | -20.7% | +9.0% | -29.7% | -26.2% |
| 1Y | -8.5% | +43.6% | -52.1% | -26.3% |
| 3Y | +101.8% | +101.4% | +0.4% | +10.0% |
| All | -7.0% | -7.8% | +0.8% | -10.6% |
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