+634.9%
HLT vs LUV
+147.8%
+487.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -5.0% | -12.4% | +7.3% | -0.1% |
| 3M | -10.4% | -11.0% | +0.6% | -6.9% |
| 6M | +3.2% | -5.0% | +8.2% | +3.7% |
| YTD | +6.7% | -3.8% | +10.5% | +5.1% |
| 1Y | +10.3% | +25.9% | -15.6% | -3.4% |
| 3Y | +99.3% | +42.2% | +57.1% | +55.8% |
| 5Y | +143.7% | -10.8% | +154.5% | +130.7% |
| 10Y | +584.7% | +19.0% | +565.8% | +451.0% |
| All | +634.9% | +147.8% | +487.1% | +423.8% |
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 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