+6.5%
IYR vs LUV
-11.9%
+18.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -2.7% | -12.4% | +9.7% | -0.2% |
| 3M | -2.1% | -11.0% | +8.9% | -0.2% |
| 6M | +3.6% | -5.0% | +8.6% | +3.7% |
| YTD | +8.1% | -3.8% | +11.9% | +7.2% |
| 1Y | +4.7% | +25.9% | -21.2% | -2.6% |
| 3Y | +29.1% | +42.2% | -13.1% | +11.9% |
| All | +6.5% | -11.9% | +18.4% | +1.5% |
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