+176.5%
DLR vs LUV
+20.2%
+156.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -4.3% | -12.4% | +8.0% | -2.2% |
| 3M | +3.8% | -11.0% | +14.8% | +5.7% |
| 6M | +5.8% | -5.0% | +10.8% | +6.2% |
| YTD | +23.5% | -3.8% | +27.3% | +23.1% |
| 1Y | +11.1% | +25.9% | -14.8% | +5.5% |
| 3Y | +57.9% | +42.2% | +15.6% | +43.2% |
| 5Y | +44.0% | -10.8% | +54.7% | +38.8% |
| All | +176.5% | +20.2% | +156.2% | +150.8% |
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