-37.6%
GIS vs LUV
+40.8%
-78.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -6.4% | -1.0% | -5.4% | -6.3% |
| 30D | -6.1% | -12.4% | +6.2% | -5.7% |
| 3M | +7.8% | -11.0% | +18.8% | +8.2% |
| 6M | -8.8% | -5.0% | -3.8% | -8.7% |
| YTD | -19.1% | -3.8% | -15.3% | -19.3% |
| 1Y | -24.8% | +25.9% | -50.7% | -25.8% |
| 3Y | -37.6% | +42.2% | -79.8% | -41.9% |
| All | -37.6% | +40.8% | -78.3% | -41.9% |
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