+17.5%
LUV vs CG
+314.7%
-297.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | -1.0% | -9.9% | +8.9% | +3.4% |
| 30D | -12.4% | -11.7% | -0.7% | -7.9% |
| 3M | -11.0% | -4.3% | -6.7% | -9.9% |
| 6M | -5.0% | -8.8% | +3.8% | -1.7% |
| YTD | -3.8% | -26.9% | +23.1% | +8.6% |
| 1Y | +25.9% | -35.4% | +61.3% | +49.1% |
| 3Y | +42.2% | +43.0% | -0.8% | +16.8% |
| 5Y | -10.8% | +1.9% | -12.7% | -19.8% |
| All | +17.5% | +314.7% | -297.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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