+394.5%
GLW vs LUV
-12.1%
+406.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | +0.7% | +16.2% | +16.6% |
| 30D | +7.0% | -13.4% | +20.4% | +11.6% |
| 3M | -3.0% | -9.6% | +6.6% | +0.1% |
| 6M | +31.0% | -8.9% | +39.9% | +34.0% |
| YTD | +93.4% | -5.2% | +98.6% | +93.5% |
| 1Y | +134.7% | +27.0% | +107.7% | +114.2% |
| 3Y | +471.8% | +39.6% | +432.2% | +380.7% |
| 5Y | +394.5% | -14.4% | +408.9% | +379.7% |
| All | +394.5% | -12.1% | +406.5% | +379.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling