+85.2%
F vs LUV
+18.6%
+66.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | -0.7% | -14.6% | +13.9% | +6.2% |
| 3M | -1.9% | -5.7% | +3.8% | -0.3% |
| 6M | +16.1% | -8.4% | +24.5% | +18.7% |
| YTD | +9.5% | -5.1% | +14.6% | +8.3% |
| 1Y | +27.2% | +26.6% | +0.6% | +9.9% |
| 3Y | +36.3% | +39.7% | -3.4% | +5.1% |
| 5Y | +49.3% | -12.0% | +61.3% | +41.8% |
| All | +85.2% | +18.6% | +66.7% | +58.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling