+204.6%
LUV vs AVAV
+478.6%
-274.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.6% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | -18.4% | -13.9% | -4.5% | -16.6% |
| 3M | -3.2% | -29.2% | +26.0% | +1.0% |
| 6M | -14.8% | -36.1% | +21.3% | -10.4% |
| YTD | -2.9% | -40.2% | +37.4% | +1.6% |
| 1Y | +29.6% | -36.2% | +65.8% | +32.4% |
| 3Y | +35.2% | +47.5% | -12.3% | +12.4% |
| 5Y | -11.7% | +39.3% | -50.9% | -29.0% |
| 10Y | +21.6% | +482.6% | -461.0% | -30.1% |
| All | +204.6% | +478.6% | -274.0% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling