+35.2%
IR vs LUV
-14.7%
+49.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -1.9% | +0.7% | -2.5% | -2.1% |
| 30D | -15.0% | -13.4% | -1.6% | -10.6% |
| 3M | -0.4% | -9.6% | +9.2% | +3.0% |
| 6M | -15.0% | -8.9% | -6.1% | -12.8% |
| YTD | -7.1% | -5.2% | -1.9% | -6.5% |
| 1Y | -7.5% | +27.0% | -34.6% | -16.3% |
| 3Y | +6.3% | +39.6% | -33.3% | -11.2% |
| All | +35.2% | -14.7% | +49.9% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling