-9.0%
HUM vs LUV
+40.8%
-49.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.1% |
| 7D | +2.1% | -1.0% | +3.0% | +2.2% |
| 30D | +5.4% | -12.4% | +17.7% | +6.9% |
| 3M | +11.4% | -11.0% | +22.4% | +12.6% |
| 6M | +141.5% | -5.0% | +146.5% | +141.6% |
| YTD | +61.2% | -3.8% | +65.0% | +60.7% |
| 1Y | +49.2% | +25.9% | +23.2% | +44.6% |
| 3Y | -9.0% | +42.2% | -51.3% | -9.4% |
| All | -9.0% | +40.8% | -49.8% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling