+107.5%
LUV vs COMP
+423.6%
-316.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +14.2% | +16.6% | -2.3% | +10.7% |
| 3M | +0.6% | -23.5% | +24.1% | +5.2% |
| 6M | +15.1% | +25.7% | -10.7% | +9.6% |
| YTD | +10.2% | -3.4% | +13.6% | +7.8% |
| 1Y | +38.4% | +7.6% | +30.9% | +33.4% |
| 3Y | +107.5% | +423.6% | -316.1% | +50.9% |
| All | +107.5% | +423.6% | -316.1% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling