+16.4%
JD vs LUV
+18.6%
-2.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -15.4% | -14.6% | -0.7% | -11.9% |
| 3M | -5.0% | -5.7% | +0.7% | -4.3% |
| 6M | +0.9% | -8.4% | +9.3% | +1.8% |
| YTD | -2.5% | -5.1% | +2.6% | -3.7% |
| 1Y | -16.0% | +26.6% | -42.6% | -23.9% |
| 3Y | -8.5% | +39.7% | -48.2% | -22.8% |
| 5Y | -61.8% | -12.0% | -49.7% | -63.9% |
| All | +16.4% | +18.6% | -2.2% | +6.7% |
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