+15.8%
LUV vs AR
+44.4%
-28.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.7% | -1.2% | +1.8% | +0.8% |
| 30D | -13.4% | +5.5% | -19.0% | -14.2% |
| 3M | -9.6% | +12.9% | -22.5% | -11.5% |
| 6M | -8.9% | +0.1% | -9.0% | -9.8% |
| YTD | -5.2% | +13.5% | -18.7% | -8.3% |
| 1Y | +27.0% | +21.6% | +5.5% | +20.9% |
| 3Y | +39.6% | +46.0% | -6.3% | +26.7% |
| 5Y | -14.4% | +143.7% | -158.2% | -30.6% |
| All | +15.8% | +44.4% | -28.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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