+15.8%
LUV vs CMS
+120.6%
-104.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -0.1% | -1.3% | +1.2% | +0.3% |
| 30D | -14.6% | -2.8% | -11.8% | -13.8% |
| 3M | -5.7% | -7.1% | +1.4% | -3.4% |
| 6M | -8.4% | -10.0% | +1.6% | -5.3% |
| YTD | -5.1% | -0.9% | -4.2% | -5.4% |
| 1Y | +26.6% | -2.0% | +28.6% | +26.5% |
| 3Y | +39.7% | +33.0% | +6.7% | +23.9% |
| 5Y | -12.0% | +24.3% | -36.3% | -21.1% |
| All | +15.8% | +120.6% | -104.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling