+59.2%
LUV vs CNH
+15.2%
+44.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +6.8% | +6.5% | +0.3% | +4.7% |
| 30D | +10.9% | -12.0% | +22.9% | +15.1% |
| 3M | -4.2% | +4.4% | -8.6% | -6.5% |
| 6M | +22.1% | +15.7% | +6.5% | +14.3% |
| YTD | +13.8% | +28.2% | -14.4% | +4.1% |
| 1Y | +59.2% | +14.8% | +44.5% | +50.7% |
| All | +59.2% | +15.2% | +44.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling