+163.4%
JPM vs LUV
+40.8%
+122.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | -2.5% | -12.4% | +9.9% | +0.4% |
| 3M | +14.1% | -11.0% | +25.1% | +16.8% |
| 6M | +25.1% | -5.0% | +30.1% | +25.3% |
| YTD | +12.1% | -3.8% | +15.9% | +11.7% |
| 1Y | +18.8% | +25.9% | -7.1% | +10.8% |
| 3Y | +163.4% | +42.2% | +121.2% | +126.7% |
| All | +163.4% | +40.8% | +122.7% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling