-26.2%
DT vs LUV
-11.9%
-14.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +3.0% | -12.4% | +15.4% | +5.9% |
| 3M | +26.5% | -11.0% | +37.5% | +29.3% |
| 6M | +35.9% | -5.0% | +40.9% | +36.0% |
| YTD | +17.8% | -3.8% | +21.6% | +15.3% |
| 1Y | +4.1% | +25.9% | -21.9% | -6.6% |
| 3Y | +5.3% | +42.2% | -36.9% | -14.8% |
| All | -26.2% | -11.9% | -14.2% | -29.5% |
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