+61.7%
DDOG vs LUV
-14.7%
+76.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | -10.2% | -14.6% | +4.5% | -6.0% |
| 3M | -2.6% | -5.7% | +3.1% | -1.5% |
| 6M | +80.1% | -8.4% | +88.6% | +82.4% |
| YTD | +63.0% | -5.1% | +68.2% | +59.8% |
| 1Y | +59.4% | +26.6% | +32.8% | +38.5% |
| 3Y | +127.0% | +39.7% | +87.4% | +73.7% |
| 5Y | +61.7% | -12.0% | +73.7% | +57.5% |
| All | +61.7% | -14.7% | +76.3% | +57.5% |
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