-44.8%
GRAB vs LUV
+27.4%
-72.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -10.8% | -1.0% | -9.9% | -10.6% |
| 30D | -15.5% | -12.4% | -3.2% | -13.1% |
| 3M | -9.0% | -11.0% | +2.0% | -6.7% |
| 6M | -21.6% | -5.0% | -16.6% | -21.2% |
| YTD | -38.9% | -3.8% | -35.1% | -37.5% |
| 1Y | -44.8% | +25.9% | -70.8% | -44.3% |
| All | -44.8% | +27.4% | -72.2% | -44.3% |
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