+6.0%
DT vs LUV
+38.8%
-32.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +3.5% | -14.6% | +18.2% | +5.2% |
| 3M | +26.7% | -5.7% | +32.4% | +27.4% |
| 6M | +36.1% | -8.4% | +44.6% | +36.9% |
| YTD | +18.6% | -5.1% | +23.8% | +17.4% |
| 1Y | +7.9% | +26.6% | -18.7% | +0.7% |
| All | +6.0% | +38.8% | -32.8% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling