+17.5%
LUV vs APD
+166.7%
-149.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | -1.0% | -3.3% | +2.3% | +0.6% |
| 30D | -12.4% | -4.2% | -8.2% | -10.6% |
| 3M | -11.0% | +5.4% | -16.4% | -13.8% |
| 6M | -5.0% | +6.3% | -11.2% | -8.9% |
| YTD | -3.8% | +20.3% | -24.1% | -13.7% |
| 1Y | +25.9% | +1.6% | +24.3% | +22.1% |
| 3Y | +42.2% | +4.0% | +38.2% | +32.6% |
| 5Y | -10.8% | +23.3% | -34.1% | -26.8% |
| All | +17.5% | +166.7% | -149.2% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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