+550.0%
LNG vs LUV
+20.2%
+529.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -4.7% | -1.0% | -3.7% | -4.5% |
| 30D | +3.8% | -12.4% | +16.2% | +6.4% |
| 3M | +16.2% | -11.0% | +27.1% | +18.0% |
| 6M | +11.7% | -5.0% | +16.7% | +10.8% |
| YTD | +44.2% | -3.8% | +48.0% | +41.3% |
| 1Y | +18.6% | +25.9% | -7.4% | +8.2% |
| 3Y | +77.4% | +42.2% | +35.2% | +50.6% |
| 5Y | +232.3% | -10.8% | +243.0% | +213.2% |
| All | +550.0% | +20.2% | +529.7% | +465.8% |
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