-61.8%
JD vs LUV
-14.7%
-47.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.0% | +0.7% | -3.6% | -3.1% |
| 30D | -19.3% | -13.4% | -5.9% | -16.3% |
| 3M | -6.0% | -9.6% | +3.6% | -4.3% |
| 6M | +1.8% | -8.9% | +10.7% | +2.8% |
| YTD | -2.6% | -5.2% | +2.6% | -4.1% |
| 1Y | -17.4% | +27.0% | -44.5% | -26.7% |
| 3Y | -8.6% | +39.6% | -48.2% | -26.8% |
| All | -61.8% | -14.7% | -47.1% | -65.2% |
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 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