-12.0%
LUV vs CG
+2.7%
-14.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.1% |
| 7D | -0.1% | -9.8% | +9.7% | +4.5% |
| 30D | -14.6% | -10.3% | -4.3% | -10.6% |
| 3M | -5.7% | -1.7% | -4.0% | -5.6% |
| 6M | -8.4% | -9.8% | +1.4% | -4.6% |
| YTD | -5.1% | -25.6% | +20.5% | +6.7% |
| 1Y | +26.6% | -32.5% | +59.1% | +48.0% |
| 3Y | +39.7% | +45.6% | -6.0% | +12.2% |
| 5Y | -12.0% | +3.7% | -15.7% | -21.0% |
| All | -12.0% | +2.7% | -14.7% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling