-12.0%
LUV vs A
-16.6%
+4.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.5% |
| 7D | -0.1% | -4.6% | +4.5% | +1.8% |
| 30D | -14.6% | -4.3% | -10.3% | -13.3% |
| 3M | -5.7% | +8.9% | -14.6% | -9.6% |
| 6M | -8.4% | +24.5% | -32.9% | -17.6% |
| YTD | -5.1% | +5.8% | -10.9% | -8.7% |
| 1Y | +26.6% | +16.2% | +10.4% | +16.3% |
| 3Y | +39.7% | +28.5% | +11.2% | +19.8% |
| 5Y | -12.0% | -16.3% | +4.3% | -22.8% |
| All | -12.0% | -16.6% | +4.5% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling