+273.7%
IR vs LUV
-23.6%
+297.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -4.5% | -1.0% | -3.5% | -4.1% |
| 30D | -13.9% | -12.4% | -1.6% | -9.4% |
| 3M | -0.3% | -11.0% | +10.6% | +4.0% |
| 6M | -14.3% | -5.0% | -9.3% | -13.3% |
| YTD | -7.9% | -3.8% | -4.1% | -8.0% |
| 1Y | -9.9% | +25.9% | -35.8% | -19.5% |
| 3Y | +6.5% | +42.2% | -35.7% | -14.0% |
| 5Y | +34.0% | -10.8% | +44.8% | +27.8% |
| All | +273.7% | -23.6% | +297.3% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling