+369.0%
LIN vs LUV
+13.2%
+355.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.0% | +0.7% | -4.6% | -4.1% |
| 30D | -4.9% | -13.4% | +8.5% | -1.8% |
| 3M | -9.2% | -9.6% | +0.4% | -7.5% |
| 6M | -2.6% | -8.9% | +6.3% | -1.7% |
| YTD | +10.5% | -5.2% | +15.7% | +9.3% |
| 1Y | -0.1% | +27.0% | -27.1% | -8.7% |
| 3Y | +25.4% | +39.6% | -14.3% | +7.0% |
| 5Y | +59.7% | -14.4% | +74.1% | +53.6% |
| 10Y | +369.0% | +17.3% | +351.7% | +301.6% |
| All | +369.0% | +13.2% | +355.8% | +301.6% |
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