+259.9%
LUV vs CNH
+36.9%
+223.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.0% |
| 7D | +1.8% | +6.4% | -4.6% | -1.0% |
| 30D | +11.3% | -1.6% | +12.9% | +11.7% |
| 3M | +1.0% | +11.6% | -10.5% | -5.0% |
| 6M | +15.6% | +12.5% | +3.1% | +7.5% |
| YTD | +10.9% | +31.1% | -20.2% | -3.8% |
| 1Y | +38.1% | +17.0% | +21.1% | +25.4% |
| 3Y | +108.2% | +28.7% | +79.5% | +76.7% |
| 5Y | +1.7% | -17.4% | +19.2% | +0.4% |
| 10Y | +16.8% | +105.0% | -88.2% | -21.7% |
| All | +259.9% | +36.9% | +223.0% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling