+79.5%
F vs LUV
+18.5%
+61.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -3.9% |
| 7D | -4.9% | +0.7% | -5.5% | -5.1% |
| 30D | -2.9% | -13.4% | +10.6% | +3.3% |
| 3M | -9.1% | -9.6% | +0.5% | -5.8% |
| 6M | +12.9% | -8.9% | +21.8% | +15.8% |
| YTD | +6.1% | -5.2% | +11.2% | +5.0% |
| 1Y | +22.5% | +27.0% | -4.5% | +5.6% |
| 3Y | +32.1% | +39.6% | -7.6% | +1.9% |
| 5Y | +43.7% | -14.4% | +58.2% | +38.3% |
| All | +79.5% | +18.5% | +61.0% | +53.2% |
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 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