+37.5%
F vs LUV
+39.7%
-2.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.5% |
| 7D | +1.2% | +3.1% | -2.0% | +0.3% |
| 30D | +1.2% | -17.4% | +18.7% | +7.1% |
| 3M | -5.7% | -4.9% | -0.8% | -4.9% |
| 6M | +17.9% | -5.7% | +23.6% | +18.8% |
| YTD | +10.4% | -5.2% | +15.6% | +9.8% |
| 1Y | +25.3% | +24.1% | +1.2% | +13.8% |
| 3Y | +37.5% | +39.6% | -2.1% | -0.3% |
| All | +37.5% | +39.7% | -2.3% | -0.3% |
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