+44.3%
LUV vs COMP
+25.5%
+18.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +2.3% |
| 7D | +5.3% | +14.5% | -9.2% | +0.6% |
| 30D | +11.1% | +14.9% | -3.8% | +5.8% |
| 3M | -1.1% | -14.2% | +13.1% | +2.8% |
| 6M | +13.1% | +23.7% | -10.6% | +3.6% |
| YTD | +13.5% | +2.1% | +11.4% | +8.0% |
| All | +44.3% | +25.5% | +18.8% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling