+11.7%
DASH vs LUV
-8.8%
+20.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +32.3% | -3.2% | +35.5% | +33.4% |
| 6M | +19.1% | -14.8% | +34.0% | +25.7% |
| YTD | -6.5% | -2.9% | -3.7% | -8.1% |
| 1Y | -14.9% | +29.6% | -44.5% | -27.4% |
| 3Y | +151.9% | +35.2% | +116.7% | +92.3% |
| 5Y | +9.4% | -11.7% | +21.1% | +4.2% |
| All | +11.7% | -8.8% | +20.6% | +4.3% |
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 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