+1,704.0%
GS vs LUV
+275.7%
+1,428.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | +4.8% | -8.0% | -5.1% |
| 30D | -2.4% | +6.5% | -9.0% | -5.1% |
| 3M | -15.7% | -4.9% | -10.9% | -14.3% |
| 6M | -6.8% | +8.1% | -14.8% | -10.6% |
| YTD | -0.1% | +9.0% | -9.1% | -6.2% |
| 1Y | +12.1% | +43.6% | -31.5% | -6.5% |
| 3Y | +185.8% | +101.4% | +84.4% | +95.3% |
| 5Y | +140.1% | -7.3% | +147.4% | +121.9% |
| 10Y | +505.2% | +24.6% | +480.6% | +358.1% |
| All | +1,704.0% | +275.7% | +1,428.3% | +552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling