-99.9%
DFNS vs LUV
+25.7%
-125.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | +0.8% | +3.1% | -2.3% | 0.0% |
| 30D | -73.2% | -17.4% | -55.8% | -72.0% |
| 3M | -72.4% | -4.9% | -67.6% | -71.5% |
| 6M | -95.2% | -5.7% | -89.5% | -95.0% |
| YTD | -98.0% | -5.2% | -92.8% | -97.9% |
| 1Y | -98.3% | +24.1% | -122.4% | -98.3% |
| 3Y | -99.9% | +39.6% | -139.5% | -99.9% |
| 5Y | -99.9% | -12.5% | -87.4% | -99.9% |
| All | -99.9% | +25.7% | -125.6% | -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 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