+38.6%
GILD vs LUV
+43.2%
-4.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.2% | +4.8% | -7.0% | -2.5% |
| 30D | +13.6% | +6.5% | +7.1% | +13.1% |
| 3M | +28.3% | -4.9% | +33.1% | +28.4% |
| 6M | +23.9% | +8.1% | +15.9% | +23.0% |
| YTD | +38.4% | +9.0% | +29.4% | +36.9% |
| 1Y | +38.6% | +43.6% | -5.0% | +37.0% |
| All | +38.6% | +43.2% | -4.6% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling