+17.5%
LUV vs A
+256.4%
-239.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.2% |
| 7D | -1.0% | -2.6% | +1.6% | +0.2% |
| 30D | -12.4% | -0.9% | -11.5% | -12.2% |
| 3M | -11.0% | +13.6% | -24.6% | -16.6% |
| 6M | -5.0% | +27.8% | -32.8% | -16.4% |
| YTD | -3.8% | +8.6% | -12.4% | -8.9% |
| 1Y | +25.9% | +16.9% | +9.0% | +14.6% |
| 3Y | +42.2% | +32.9% | +9.3% | +18.6% |
| 5Y | -10.8% | -14.1% | +3.3% | -10.9% |
| All | +17.5% | +256.4% | -239.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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