+177.9%
KO vs LUV
+18.6%
+159.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.6% | -14.6% | +16.2% | +3.8% |
| 3M | +5.8% | -5.7% | +11.4% | +6.3% |
| 6M | +14.3% | -8.4% | +22.7% | +14.9% |
| YTD | +27.3% | -5.1% | +32.4% | +26.6% |
| 1Y | +33.2% | +26.6% | +6.6% | +26.3% |
| 3Y | +64.5% | +39.7% | +24.8% | +48.7% |
| 5Y | +83.1% | -12.0% | +95.1% | +78.2% |
| All | +177.9% | +18.6% | +159.3% | +143.7% |
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