+256.1%
LUV vs AVAV
+394.0%
-137.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.5% |
| 7D | +6.6% | 0.0% | +6.6% | +6.2% |
| 30D | +11.2% | -9.9% | +21.1% | +12.6% |
| 3M | +3.6% | -34.7% | +38.4% | +10.3% |
| 6M | +13.1% | -26.6% | +39.8% | +16.1% |
| YTD | +13.6% | -48.9% | +62.5% | +21.2% |
| 1Y | +44.4% | -63.0% | +107.4% | +62.0% |
| 3Y | +113.2% | +1.6% | +111.6% | +89.4% |
| 5Y | +1.5% | +34.5% | -33.0% | -18.4% |
| 10Y | +20.2% | +359.3% | -339.1% | -28.3% |
| All | +256.1% | +394.0% | -137.9% | +77.5% |
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