-12.5%
LUV vs AR
+140.6%
-153.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | +3.1% | -1.8% | +4.9% | +3.3% |
| 30D | -17.4% | +12.6% | -30.0% | -18.8% |
| 3M | -4.9% | +10.0% | -14.9% | -6.4% |
| 6M | -5.7% | +0.6% | -6.3% | -6.5% |
| YTD | -5.2% | +13.4% | -18.6% | -8.3% |
| 1Y | +24.1% | +21.7% | +2.4% | +17.8% |
| 3Y | +39.6% | +45.8% | -6.2% | +26.1% |
| 5Y | -12.5% | +144.3% | -156.7% | -25.0% |
| All | -12.5% | +140.6% | -153.1% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling