+42.5%
GS vs LUV
+25.9%
+16.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | +3.4% | +3.1% | +0.3% | +2.5% |
| 30D | +0.2% | -17.4% | +17.6% | +5.7% |
| 3M | -0.3% | -4.9% | +4.5% | +1.0% |
| 6M | +27.4% | -5.7% | +33.1% | +28.3% |
| YTD | +19.6% | -5.2% | +24.8% | +21.9% |
| 1Y | +42.5% | +24.1% | +18.3% | +39.1% |
| All | +42.5% | +25.9% | +16.6% | +39.1% |
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 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