-99.9%
DFNS vs LUV
+27.6%
-127.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.9% |
| 7D | -6.3% | -1.0% | -5.4% | -6.1% |
| 30D | -74.0% | -12.4% | -61.6% | -73.1% |
| 3M | -70.1% | -11.0% | -59.2% | -68.8% |
| 6M | -93.9% | -5.0% | -88.9% | -93.7% |
| YTD | -98.1% | -3.8% | -94.3% | -98.1% |
| 1Y | -98.3% | +25.9% | -124.2% | -98.3% |
| 3Y | -99.9% | +42.2% | -142.1% | -99.9% |
| 5Y | -99.9% | -10.8% | -89.1% | -99.9% |
| All | -99.9% | +27.6% | -127.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling