+15.8%
LUV vs CNH
+157.1%
-141.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.3% |
| 7D | -0.1% | -2.5% | +2.4% | +0.9% |
| 30D | -14.6% | +27.0% | -41.6% | -24.2% |
| 3M | -5.7% | +32.6% | -38.3% | -18.3% |
| 6M | -8.4% | +23.6% | -32.0% | -18.8% |
| YTD | -5.1% | +47.8% | -53.0% | -22.9% |
| 1Y | +26.6% | +21.3% | +5.3% | +12.3% |
| 3Y | +39.7% | +7.0% | +32.7% | +27.0% |
| 5Y | -12.0% | +10.2% | -22.2% | -24.6% |
| All | +15.8% | +157.1% | -141.3% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling