-14.4%
LUV vs APD
+25.2%
-39.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | +0.7% | -4.6% | +5.2% | +2.3% |
| 30D | -13.4% | -4.2% | -9.3% | -12.1% |
| 3M | -9.6% | +5.0% | -14.6% | -11.5% |
| 6M | -8.9% | +8.9% | -17.8% | -12.6% |
| YTD | -5.2% | +21.9% | -27.1% | -13.4% |
| 1Y | +27.0% | +5.6% | +21.5% | +22.6% |
| 3Y | +39.6% | +6.9% | +32.8% | +31.7% |
| 5Y | -14.4% | +25.3% | -39.8% | -29.3% |
| All | -14.4% | +25.2% | -39.7% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling