+222.0%
LHX vs LUV
+20.2%
+201.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.4% |
| 7D | -4.3% | -1.0% | -3.3% | -4.1% |
| 30D | -15.1% | -12.4% | -2.8% | -13.0% |
| 3M | -21.0% | -11.0% | -10.0% | -19.6% |
| 6M | -32.0% | -5.0% | -27.0% | -32.1% |
| YTD | -15.3% | -3.8% | -11.5% | -16.3% |
| 1Y | -11.1% | +25.9% | -37.0% | -17.4% |
| 3Y | +54.0% | +42.2% | +11.8% | +33.7% |
| 5Y | +17.1% | -10.8% | +27.9% | +11.4% |
| All | +222.0% | +20.2% | +201.8% | +184.5% |
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