+196.3%
LUV vs CAPR
-99.1%
+295.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.3% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | -18.4% | +139.2% | -157.6% | -19.3% |
| 3M | -3.2% | -66.4% | +63.1% | -2.8% |
| 6M | -14.8% | -63.1% | +48.3% | -14.6% |
| YTD | -2.9% | -67.4% | +64.6% | -2.5% |
| 1Y | +29.6% | +58.2% | -28.7% | +24.8% |
| 3Y | +35.2% | +42.2% | -7.0% | +28.5% |
| 5Y | -11.7% | +87.3% | -98.9% | -16.8% |
| 10Y | +21.6% | -75.3% | +96.8% | +11.1% |
| All | +196.3% | -99.1% | +295.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling