+457.2%
GS vs LUV
+23.0%
+434.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | +6.6% | -5.0% | -1.0% |
| 30D | +1.7% | +11.2% | -9.5% | -2.7% |
| 3M | -11.6% | +3.6% | -15.2% | -13.1% |
| 6M | -1.9% | +13.1% | -15.0% | -7.5% |
| YTD | +5.1% | +13.6% | -8.5% | -2.7% |
| 1Y | +16.4% | +44.4% | -27.9% | -2.6% |
| 3Y | +199.0% | +113.2% | +85.7% | +98.6% |
| 5Y | +157.4% | +1.5% | +155.9% | +131.4% |
| 10Y | +457.2% | +20.2% | +437.1% | +353.8% |
| All | +457.2% | +23.0% | +434.3% | +353.8% |
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