+147.5%
GE vs LUV
+20.2%
+127.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -4.0% | -1.0% | -3.0% | -3.6% |
| 30D | -11.4% | -12.4% | +0.9% | -6.2% |
| 3M | -2.6% | -11.0% | +8.4% | +2.0% |
| 6M | -0.3% | -5.0% | +4.6% | +1.1% |
| YTD | +5.4% | -3.8% | +9.1% | +4.8% |
| 1Y | +15.5% | +25.9% | -10.4% | +0.8% |
| 3Y | +260.8% | +42.2% | +218.5% | +174.1% |
| 5Y | +421.6% | -10.8% | +432.4% | +390.6% |
| All | +147.5% | +20.2% | +127.2% | +109.1% |
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