+2,244.9%
ICE vs LUV
+176.9%
+2,068.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.7% | -1.5% | -1.1% |
| 30D | +4.0% | -13.4% | +17.4% | +8.2% |
| 3M | +11.0% | -9.6% | +20.6% | +13.3% |
| 6M | -5.0% | -8.9% | +3.9% | -4.0% |
| YTD | -2.7% | -5.2% | +2.5% | -3.9% |
| 1Y | -8.6% | +27.0% | -35.7% | -17.9% |
| 3Y | +41.4% | +39.6% | +1.7% | +17.0% |
| 5Y | +39.9% | -14.4% | +54.3% | +31.2% |
| 10Y | +214.9% | +17.3% | +197.6% | +129.2% |
| All | +2,244.9% | +176.9% | +2,068.0% | +827.5% |
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 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