+17.5%
LUV vs APA
-2.4%
+19.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -1.0% | +4.6% | -5.5% | -1.7% |
| 30D | -12.4% | +11.9% | -24.3% | -14.2% |
| 3M | -11.0% | +22.5% | -33.5% | -14.8% |
| 6M | -5.0% | +37.5% | -42.5% | -12.6% |
| YTD | -3.8% | +87.2% | -90.9% | -17.3% |
| 1Y | +25.9% | +101.4% | -75.5% | +5.9% |
| 3Y | +42.2% | +16.9% | +25.3% | +28.8% |
| 5Y | -10.8% | +178.4% | -189.2% | -34.9% |
| All | +17.5% | -2.4% | +19.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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