+166.4%
IWM vs LUV
+20.2%
+146.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -4.6% | -12.4% | +7.8% | 0.0% |
| 3M | -0.3% | -11.0% | +10.7% | +3.5% |
| 6M | +14.7% | -5.0% | +19.7% | +15.3% |
| YTD | +17.8% | -3.8% | +21.6% | +16.3% |
| 1Y | +21.2% | +25.9% | -4.7% | +7.4% |
| 3Y | +62.3% | +42.2% | +20.1% | +30.5% |
| 5Y | +38.7% | -10.8% | +49.5% | +31.1% |
| All | +166.4% | +20.2% | +146.1% | +123.1% |
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