+15.8%
LUV vs CAPR
-78.6%
+94.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | +0.1% |
| 7D | -0.1% | -10.6% | +10.5% | 0.0% |
| 30D | -14.6% | +111.2% | -125.8% | -15.7% |
| 3M | -5.7% | -67.2% | +61.5% | -5.2% |
| 6M | -8.4% | -75.1% | +66.7% | -7.6% |
| YTD | -5.1% | -71.2% | +66.1% | -4.5% |
| 1Y | +26.6% | +31.1% | -4.5% | +20.8% |
| 3Y | +39.7% | +31.3% | +8.3% | +29.9% |
| 5Y | -12.0% | +69.4% | -81.4% | -19.4% |
| All | +15.8% | -78.6% | +94.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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