-12.0%
LUV vs APA
+171.6%
-183.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -0.3% |
| 7D | +0.7% | +0.3% | +0.3% | +0.6% |
| 30D | -13.4% | +9.3% | -22.8% | -14.5% |
| 3M | -9.6% | +23.3% | -32.9% | -12.5% |
| 6M | -8.9% | +39.5% | -48.4% | -15.3% |
| YTD | -5.2% | +87.6% | -92.8% | -17.4% |
| 1Y | +27.0% | +114.2% | -87.2% | +6.6% |
| 3Y | +39.6% | +13.6% | +26.1% | +26.5% |
| All | -12.0% | +171.6% | -183.6% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling