+5,046.9%
LUV vs APA
+942.4%
+4,104.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.9% |
| 7D | +1.1% | +8.5% | -7.4% | -0.2% |
| 30D | +14.2% | +2.8% | +11.5% | +13.4% |
| 3M | +0.6% | +21.7% | -21.1% | -3.0% |
| 6M | +15.1% | +32.6% | -17.5% | +8.4% |
| YTD | +10.2% | +103.7% | -93.5% | -4.7% |
| 1Y | +38.4% | +101.8% | -63.4% | +19.8% |
| 3Y | +107.5% | +48.1% | +59.4% | +83.7% |
| 5Y | +1.1% | +91.9% | -90.8% | -16.9% |
| 10Y | +16.0% | +8.4% | +7.7% | -12.0% |
| All | +5,046.9% | +942.4% | +4,104.4% | +3,034.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling