+52.3%
GM vs LUV
+24.6%
+27.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -1.6% | -18.4% | +16.8% | +4.9% |
| 3M | +5.7% | -3.2% | +8.9% | +6.1% |
| 6M | +12.2% | -14.8% | +27.0% | +15.6% |
| YTD | +8.4% | -2.9% | +11.3% | +8.3% |
| 1Y | +52.3% | +29.6% | +22.7% | +37.5% |
| All | +52.3% | +24.6% | +27.7% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling