+47.1%
GM vs LUV
+27.4%
+19.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -2.4% | -1.0% | -1.5% | -2.1% |
| 30D | -1.1% | -12.4% | +11.2% | +3.0% |
| 3M | +6.1% | -11.0% | +17.1% | +9.6% |
| 6M | +15.0% | -5.0% | +19.9% | +15.4% |
| YTD | +6.0% | -3.8% | +9.8% | +6.2% |
| 1Y | +47.1% | +25.9% | +21.2% | +33.4% |
| All | +47.1% | +27.4% | +19.7% | +33.4% |
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 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