-38.3%
GRAB vs LUV
+51.8%
-90.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.8% | +4.7% |
| 7D | +26.1% | +1.7% | +24.3% | +25.4% |
| 30D | +13.4% | +4.7% | +8.7% | +11.7% |
| 3M | -7.0% | -8.5% | +1.5% | -5.4% |
| 6M | -5.4% | +12.9% | -18.4% | -8.6% |
| YTD | -30.3% | +9.0% | -39.2% | -31.2% |
| 1Y | -38.3% | +43.1% | -81.4% | -42.7% |
| All | -38.3% | +51.8% | -90.1% | -42.7% |
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 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