+110.9%
DT vs LUV
-17.4%
+128.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.5% |
| 7D | -4.9% | +3.1% | -8.0% | -5.6% |
| 30D | +2.7% | -17.4% | +20.1% | +7.3% |
| 3M | +20.0% | -4.9% | +24.8% | +20.7% |
| 6M | +28.0% | -5.7% | +33.7% | +28.2% |
| YTD | +16.0% | -5.2% | +21.2% | +14.0% |
| 1Y | +0.7% | +24.1% | -23.4% | -8.9% |
| 3Y | +6.2% | +39.6% | -33.4% | -11.7% |
| 5Y | -28.1% | -12.5% | -15.7% | -31.9% |
| All | +110.9% | -17.4% | +128.2% | +97.4% |
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