+403.0%
LUV vs AU
+755.5%
-352.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -1.0% | -4.3% | +3.3% | -0.8% |
| 30D | -12.4% | +7.3% | -19.7% | -12.6% |
| 3M | -11.0% | +26.3% | -37.3% | -11.7% |
| 6M | -5.0% | +1.8% | -6.7% | -5.3% |
| YTD | -3.8% | +26.8% | -30.6% | -4.7% |
| 1Y | +25.9% | +66.7% | -40.8% | +23.7% |
| 3Y | +42.2% | +579.1% | -536.8% | +34.8% |
| 5Y | -10.8% | +689.3% | -700.1% | -16.1% |
| 10Y | +19.0% | +686.6% | -667.7% | +10.6% |
| All | +403.0% | +755.5% | -352.5% | +445.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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