-14.4%
LUV vs CAPR
+76.3%
-90.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +0.1% |
| 7D | +0.7% | -12.6% | +13.3% | +0.8% |
| 30D | -13.4% | +124.4% | -137.9% | -14.4% |
| 3M | -9.6% | -66.8% | +57.2% | -9.1% |
| 6M | -8.9% | -71.8% | +62.9% | -8.3% |
| YTD | -5.2% | -70.1% | +64.9% | -4.6% |
| 1Y | +27.0% | +33.3% | -6.3% | +22.0% |
| 3Y | +39.6% | +36.7% | +2.9% | +24.3% |
| 5Y | -14.4% | +72.5% | -86.9% | -30.9% |
| All | -14.4% | +76.3% | -90.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling