+1.2%
HYG vs LUV
+51.8%
-50.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | 0.0% | +4.7% | -4.7% | -0.2% |
| 3M | -2.3% | -8.5% | +6.2% | -2.0% |
| 6M | -1.3% | +12.9% | -14.3% | -2.0% |
| YTD | -0.3% | +9.0% | -9.2% | -0.9% |
| 1Y | +1.2% | +43.1% | -41.9% | -0.5% |
| All | +1.2% | +51.8% | -50.6% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling