+215.0%
GLD vs LUV
+20.2%
+194.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | -1.5% | -12.4% | +10.8% | -1.3% |
| 3M | +3.2% | -11.0% | +14.2% | +3.4% |
| 6M | -16.3% | -5.0% | -11.3% | -16.3% |
| YTD | +0.6% | -3.8% | +4.4% | +0.6% |
| 1Y | +19.1% | +25.9% | -6.8% | +18.9% |
| 3Y | +123.5% | +42.2% | +81.3% | +122.8% |
| 5Y | +138.5% | -10.8% | +149.3% | +137.5% |
| All | +215.0% | +20.2% | +194.8% | +208.5% |
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