+438.8%
GS vs LUV
+15.9%
+423.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | +5.9% | +1.1% | +4.8% | +5.4% |
| 30D | +4.3% | +14.2% | -9.9% | -1.2% |
| 3M | -11.7% | +0.6% | -12.3% | -12.1% |
| 6M | -3.2% | +15.1% | -18.2% | -9.2% |
| YTD | +5.8% | +10.2% | -4.4% | -0.9% |
| 1Y | +16.0% | +38.4% | -22.4% | -1.3% |
| 3Y | +199.8% | +107.5% | +92.3% | +101.4% |
| 5Y | +155.5% | +1.1% | +154.4% | +129.8% |
| All | +438.8% | +15.9% | +423.0% | +348.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling