+482.4%
LUV vs APTV
+173.4%
+308.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.1% |
| 7D | +0.7% | -1.2% | +1.8% | +1.1% |
| 30D | -13.4% | -10.6% | -2.8% | -9.5% |
| 3M | -9.6% | -35.0% | +25.4% | +6.5% |
| 6M | -8.9% | -38.9% | +30.0% | +8.5% |
| YTD | -5.2% | -41.5% | +36.3% | +14.8% |
| 1Y | +27.0% | -45.8% | +72.9% | +58.7% |
| 3Y | +39.6% | -55.7% | +95.3% | +82.3% |
| 5Y | -14.4% | -70.1% | +55.7% | +26.4% |
| 10Y | +17.3% | -19.1% | +36.4% | +9.3% |
| All | +482.4% | +173.4% | +308.9% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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