+868.5%
IAU vs LUV
+220.2%
+648.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +0.2% | -13.4% | +13.7% | 0.0% |
| 3M | +3.3% | -9.6% | +12.9% | +3.1% |
| 6M | -14.6% | -8.9% | -5.7% | -14.7% |
| YTD | +1.9% | -5.2% | +7.0% | +1.9% |
| 1Y | +20.9% | +27.0% | -6.2% | +21.7% |
| 3Y | +127.5% | +39.6% | +87.8% | +130.2% |
| 5Y | +141.9% | -14.4% | +156.3% | +142.1% |
| 10Y | +222.8% | +17.3% | +205.5% | +231.0% |
| All | +868.5% | +220.2% | +648.3% | +950.4% |
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 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