+2,064.0%
GS vs LUV
+234.9%
+1,829.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.9% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -1.6% | -18.4% | +16.8% | +6.9% |
| 3M | -4.5% | -3.2% | -1.3% | -3.8% |
| 6M | +20.9% | -14.8% | +35.7% | +27.5% |
| YTD | +19.9% | -2.9% | +22.7% | +18.3% |
| 1Y | +41.4% | +29.6% | +11.8% | +22.7% |
| 3Y | +239.2% | +35.2% | +204.0% | +174.7% |
| 5Y | +185.0% | -11.7% | +196.7% | +167.7% |
| 10Y | +655.0% | +21.6% | +633.4% | +475.0% |
| All | +2,064.0% | +234.9% | +1,829.1% | +722.0% |
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