+816.6%
GLD vs LUV
+199.1%
+617.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | -18.4% | +22.8% | +4.1% |
| 3M | -1.1% | -3.2% | +2.1% | -1.1% |
| 6M | -13.8% | -14.8% | +1.1% | -14.0% |
| YTD | +2.6% | -2.9% | +5.5% | +2.7% |
| 1Y | +24.5% | +29.6% | -5.1% | +25.4% |
| 3Y | +125.8% | +35.2% | +90.6% | +128.2% |
| 5Y | +137.8% | -11.7% | +149.5% | +138.1% |
| 10Y | +221.4% | +21.6% | +199.8% | +229.7% |
| All | +816.6% | +199.1% | +617.5% | +889.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling