+5,080.1%
LUV vs CMS
+468.6%
+4,611.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +1.8% | -1.3% | +3.0% | +2.1% |
| 30D | +11.3% | +5.3% | +6.0% | +9.7% |
| 3M | +1.0% | -0.3% | +1.4% | +1.1% |
| 6M | +15.6% | -4.0% | +19.6% | +16.8% |
| YTD | +10.9% | +2.1% | +8.8% | +9.8% |
| 1Y | +38.1% | -4.7% | +42.8% | +39.3% |
| 3Y | +108.2% | +36.8% | +71.4% | +88.9% |
| 5Y | +1.7% | +34.9% | -33.1% | -8.1% |
| 10Y | +16.8% | +134.7% | -117.9% | -10.3% |
| All | +5,080.1% | +468.6% | +4,611.5% | +2,647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling