+16.0%
LUV vs AVAV
+339.7%
-323.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.1% | +9.9% | -9.7% | -1.4% |
| 30D | +14.0% | -5.4% | +19.4% | +14.5% |
| 3M | +2.6% | -36.5% | +39.1% | +9.1% |
| 6M | +17.3% | -25.3% | +42.5% | +19.8% |
| YTD | +14.0% | -48.6% | +62.5% | +20.8% |
| 1Y | +47.9% | -62.1% | +110.0% | +64.1% |
| 3Y | +114.0% | +2.3% | +111.6% | +88.6% |
| 5Y | +3.2% | +35.4% | -32.2% | -17.8% |
| All | +16.0% | +339.7% | -323.7% | -21.3% |
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