+1,560.7%
LLY vs LUV
+18.6%
+1,542.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.2% | -0.1% | -3.1% | -3.1% |
| 30D | -7.4% | -14.6% | +7.2% | -5.8% |
| 3M | -1.0% | -5.7% | +4.7% | -0.7% |
| 6M | +12.5% | -8.4% | +20.9% | +12.9% |
| YTD | +5.0% | -5.1% | +10.1% | +4.5% |
| 1Y | +49.8% | +26.6% | +23.2% | +43.6% |
| 3Y | +95.5% | +39.7% | +55.8% | +82.0% |
| 5Y | +390.7% | -12.0% | +402.7% | +377.7% |
| All | +1,560.7% | +18.6% | +1,542.1% | +1,367.8% |
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