-18.5%
JD vs LUV
+27.4%
-45.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -4.2% | -1.0% | -3.3% | -4.2% |
| 30D | -14.4% | -12.4% | -2.0% | -13.8% |
| 3M | -3.6% | -11.0% | +7.4% | -3.4% |
| 6M | -0.3% | -5.0% | +4.7% | -1.1% |
| YTD | -2.4% | -3.8% | +1.4% | -3.3% |
| 1Y | -18.5% | +25.9% | -44.4% | -23.2% |
| All | -18.5% | +27.4% | -45.9% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling