-14.4%
LUV vs CMS
+23.1%
-37.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 6M | -8.9% | -10.3% | +1.4% | -6.4% |
| 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% | +26.2% |
| 5Y | -14.4% | +23.6% | -38.0% | -21.8% |
| All | -14.4% | +23.1% | -37.5% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling