+69.6%
IWM vs LUV
+111.1%
-41.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | +2.3% | +14.2% | -12.0% | -1.4% |
| 3M | -8.3% | +0.6% | -8.9% | -8.7% |
| 6M | -1.3% | +15.1% | -16.4% | -5.6% |
| YTD | +13.5% | +10.2% | +3.3% | +8.3% |
| 1Y | +18.4% | +38.4% | -20.0% | +5.4% |
| 3Y | +69.6% | +107.5% | -37.9% | +19.6% |
| All | +69.6% | +111.1% | -41.4% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling