-31.3%
LUV vs COMP
-52.3%
+21.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.2% | +0.8% |
| 7D | -0.1% | -8.4% | +8.3% | +1.2% |
| 30D | -14.6% | -20.2% | +5.6% | -11.8% |
| 3M | -5.7% | +28.1% | -33.8% | -9.2% |
| 6M | -8.4% | +14.9% | -23.3% | -11.1% |
| YTD | -5.1% | -4.2% | -1.0% | -6.0% |
| 1Y | +26.6% | +10.2% | +16.4% | +22.7% |
| 3Y | +39.7% | +203.3% | -163.6% | +13.6% |
| 5Y | -12.0% | -29.2% | +17.2% | -21.2% |
| All | -31.3% | -52.3% | +21.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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