+203.6%
LUV vs AR
-27.2%
+230.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | -18.4% | +14.8% | -33.2% | -20.0% |
| 3M | -3.2% | +6.2% | -9.4% | -4.3% |
| 6M | -14.8% | +4.3% | -19.1% | -16.1% |
| YTD | -2.9% | +14.4% | -17.2% | -5.8% |
| 1Y | +29.6% | +21.3% | +8.2% | +24.1% |
| 3Y | +35.2% | +39.8% | -4.6% | +24.8% |
| 5Y | -11.7% | +142.1% | -153.8% | -26.3% |
| 10Y | +21.6% | +52.0% | -30.5% | -20.9% |
| All | +203.6% | -27.2% | +230.8% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling