-14.4%
LUV vs CNH
+12.3%
-26.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.9% |
| 7D | +0.7% | +1.8% | -1.2% | -0.1% |
| 30D | -13.4% | +32.6% | -46.1% | -23.4% |
| 3M | -9.6% | +29.4% | -39.0% | -19.5% |
| 6M | -8.9% | +26.0% | -34.9% | -18.6% |
| YTD | -5.2% | +52.2% | -57.4% | -21.9% |
| 1Y | +27.0% | +23.9% | +3.2% | +13.6% |
| 3Y | +39.6% | +10.1% | +29.5% | +27.2% |
| 5Y | -14.4% | +13.2% | -27.6% | -27.3% |
| All | -14.4% | +12.3% | -26.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling