+70.5%
DOCN vs LUV
-17.4%
+87.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | +4.8% | -23.9% | -21.1% |
| 30D | -43.1% | +6.5% | -49.6% | -44.8% |
| 3M | -40.7% | -4.9% | -35.8% | -39.4% |
| 6M | -55.0% | +8.1% | -63.1% | -57.5% |
| YTD | +50.6% | +9.0% | +41.6% | +36.0% |
| 1Y | +54.0% | +43.6% | +10.4% | +17.6% |
| 3Y | +203.9% | +101.4% | +102.5% | +73.5% |
| 5Y | -29.4% | -7.3% | -22.1% | -40.4% |
| All | +70.5% | -17.4% | +87.9% | +42.1% |
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