+17.3%
LUV vs AVAV
+478.0%
-460.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.8% |
| 7D | +0.7% | -3.2% | +3.8% | +1.1% |
| 30D | -13.4% | -25.6% | +12.1% | -9.7% |
| 3M | -9.6% | -20.2% | +10.6% | -7.6% |
| 6M | -8.9% | -38.1% | +29.2% | -4.1% |
| YTD | -5.2% | -41.8% | +36.6% | -0.8% |
| 1Y | +27.0% | -39.0% | +66.1% | +30.2% |
| 3Y | +39.6% | +24.1% | +15.6% | +19.9% |
| 5Y | -14.4% | +53.0% | -67.5% | -32.6% |
| 10Y | +17.3% | +493.8% | -476.6% | -20.6% |
| All | +17.3% | +478.0% | -460.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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