+50.1%
JD vs LUV
+107.9%
-57.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.6% |
| 7D | -4.0% | +1.8% | -5.8% | -4.5% |
| 30D | +2.7% | +11.3% | -8.6% | -0.5% |
| 3M | -13.0% | +1.0% | -14.1% | -13.7% |
| 6M | -12.7% | +15.6% | -28.3% | -17.3% |
| YTD | -0.8% | +10.9% | -11.7% | -6.4% |
| 1Y | -8.9% | +38.1% | -47.0% | -19.6% |
| 3Y | +17.0% | +108.2% | -91.2% | -13.2% |
| 5Y | -63.5% | +1.7% | -65.2% | -66.8% |
| 10Y | +30.5% | +16.8% | +13.7% | +5.1% |
| All | +50.1% | +107.9% | -57.8% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling