+40.2%
LUV vs CAPR
+43.6%
-3.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.4% |
| 7D | +3.1% | -9.5% | +12.6% | +3.2% |
| 30D | -17.4% | +121.5% | -138.9% | -18.0% |
| 3M | -4.9% | -65.4% | +60.5% | -4.5% |
| 6M | -5.7% | -67.5% | +61.8% | -5.3% |
| YTD | -5.2% | -68.6% | +63.4% | -4.8% |
| 1Y | +24.1% | +42.7% | -18.6% | +21.0% |
| All | +40.2% | +43.6% | -3.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling