+27.0%
LUV vs AVAV
-40.1%
+67.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.3% |
| 7D | +0.7% | -3.2% | +3.8% | +0.8% |
| 30D | -13.4% | -25.6% | +12.1% | -12.0% |
| 3M | -9.6% | -20.2% | +10.6% | -8.6% |
| 6M | -8.9% | -38.1% | +29.2% | -7.1% |
| YTD | -5.2% | -41.8% | +36.6% | -3.2% |
| 1Y | +27.0% | -39.0% | +66.1% | +27.1% |
| All | +27.0% | -40.1% | +67.2% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling