-99.9%
DFNS vs LUV
-14.7%
-85.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +4.6% | +0.7% | +4.0% | +4.5% |
| 30D | -73.9% | -13.4% | -60.4% | -72.8% |
| 3M | -71.7% | -9.6% | -62.1% | -70.3% |
| 6M | -94.6% | -8.9% | -85.7% | -94.3% |
| YTD | -98.1% | -5.2% | -92.9% | -98.0% |
| 1Y | -98.3% | +27.0% | -125.3% | -98.3% |
| 3Y | -99.9% | +39.6% | -139.5% | -99.9% |
| All | -99.9% | -14.7% | -85.2% | -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 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