+17.3%
LUV vs CF
+599.7%
-582.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | -13.4% | +14.3% | -27.7% | -16.2% |
| 3M | -9.6% | +27.9% | -37.4% | -15.2% |
| 6M | -8.9% | +25.5% | -34.4% | -16.9% |
| YTD | -5.2% | +81.2% | -86.3% | -22.9% |
| 1Y | +27.0% | +66.5% | -39.5% | +5.4% |
| 3Y | +39.6% | +76.7% | -37.0% | +10.2% |
| 5Y | -14.4% | +237.8% | -252.2% | -50.9% |
| 10Y | +17.3% | +619.9% | -602.6% | -45.5% |
| All | +17.3% | +599.7% | -582.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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