+15.8%
LUV vs CMS
+122.2%
-106.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -13.4% | -1.3% | -12.2% | -13.1% |
| 3M | -9.6% | -5.4% | -4.2% | -8.0% |
| 6M | -8.9% | -10.3% | +1.4% | -5.7% |
| YTD | -5.2% | -0.2% | -4.9% | -5.7% |
| 1Y | +27.0% | -0.9% | +27.9% | +26.5% |
| 3Y | +39.6% | +34.0% | +5.7% | +23.5% |
| 5Y | -14.4% | +23.6% | -38.0% | -23.0% |
| All | +15.8% | +122.2% | -106.4% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling