+66.9%
IYR vs LUV
+20.2%
+46.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -2.7% | -12.4% | +9.7% | +0.4% |
| 3M | -2.1% | -11.0% | +8.9% | +0.3% |
| 6M | +3.6% | -5.0% | +8.6% | +3.7% |
| YTD | +8.1% | -3.8% | +11.9% | +7.0% |
| 1Y | +4.7% | +25.9% | -21.2% | -3.9% |
| 3Y | +29.1% | +42.2% | -13.1% | +10.0% |
| 5Y | +6.9% | -10.8% | +17.7% | +1.6% |
| All | +66.9% | +20.2% | +46.7% | +43.0% |
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