-0.4%
LUV vs CAPR
+172.3%
-172.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.6% |
| 7D | +1.1% | +5.9% | -4.8% | +1.0% |
| 30D | +14.2% | +44.6% | -30.4% | +13.6% |
| 3M | +0.6% | +126.4% | -125.7% | -0.6% |
| 6M | +15.1% | -68.6% | +83.6% | +15.6% |
| YTD | +10.2% | -67.0% | +77.2% | +10.5% |
| 1Y | +38.4% | +65.2% | -26.7% | +32.2% |
| 3Y | +107.5% | +235.6% | -128.1% | +75.2% |
| All | -0.4% | +172.3% | -172.7% | -22.8% |
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