+851.8%
GLW vs LUV
+20.2%
+831.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | +7.8% | -1.0% | +8.8% | +8.1% |
| 30D | -0.4% | -12.4% | +11.9% | +4.3% |
| 3M | -5.6% | -11.0% | +5.4% | -1.6% |
| 6M | +26.7% | -5.0% | +31.7% | +28.2% |
| YTD | +91.0% | -3.8% | +94.8% | +89.7% |
| 1Y | +122.4% | +25.9% | +96.5% | +99.1% |
| 3Y | +471.0% | +42.2% | +428.8% | +361.3% |
| 5Y | +385.6% | -10.8% | +396.4% | +360.4% |
| All | +851.8% | +20.2% | +831.6% | +737.4% |
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