+188.9%
GS vs LUV
-13.6%
+202.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.6% |
| 7D | +3.4% | +3.1% | +0.3% | +2.3% |
| 30D | +0.2% | -17.4% | +17.6% | +6.7% |
| 3M | -0.3% | -4.9% | +4.5% | +0.9% |
| 6M | +27.4% | -5.7% | +33.1% | +28.7% |
| YTD | +19.6% | -5.2% | +24.8% | +19.7% |
| 1Y | +42.5% | +24.1% | +18.3% | +29.2% |
| 3Y | +240.4% | +39.6% | +200.8% | +182.6% |
| 5Y | +188.9% | -12.5% | +201.4% | +168.6% |
| All | +188.9% | -13.6% | +202.5% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling