+300.3%
LUV vs CF
+5,449.8%
-5,149.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.5% |
| 7D | +6.6% | +4.8% | +1.9% | +5.5% |
| 30D | +11.2% | +9.7% | +1.5% | +8.9% |
| 3M | +3.6% | +1.2% | +2.4% | +2.7% |
| 6M | +13.1% | +7.4% | +5.8% | +9.7% |
| YTD | +13.6% | +60.5% | -46.9% | -1.8% |
| 1Y | +44.4% | +50.7% | -6.4% | +26.4% |
| 3Y | +113.2% | +64.8% | +48.4% | +79.3% |
| 5Y | +1.5% | +115.8% | -114.3% | -23.0% |
| 10Y | +20.2% | +481.0% | -460.9% | -29.1% |
| All | +300.3% | +5,449.8% | -5,149.5% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling