+337.2%
IR vs LUV
-11.9%
+349.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.3% |
| 7D | +4.3% | +1.8% | +2.5% | +3.5% |
| 30D | +8.1% | +11.3% | -3.2% | +3.2% |
| 3M | +0.7% | +1.0% | -0.3% | -0.3% |
| 6M | +16.6% | +15.6% | +1.0% | +9.0% |
| YTD | +7.8% | +10.9% | -3.1% | +1.3% |
| 1Y | +9.9% | +38.1% | -28.2% | -5.4% |
| 3Y | +25.2% | +108.2% | -83.0% | -14.1% |
| 5Y | +46.8% | +1.7% | +45.0% | +33.0% |
| All | +337.2% | -11.9% | +349.1% | +261.6% |
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 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