-5.7%
LUV vs COMP
-17.6%
+11.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.7% | -1.7% |
| 7D | +4.8% | +13.4% | -8.7% | +2.6% |
| 30D | +6.5% | +11.1% | -4.6% | +4.6% |
| 3M | -4.9% | -18.8% | +14.0% | -2.1% |
| 6M | +8.1% | +10.5% | -2.4% | +5.8% |
| YTD | +9.0% | -3.4% | +12.4% | +7.6% |
| 1Y | +43.6% | +19.7% | +23.9% | +37.6% |
| 3Y | +101.4% | +381.6% | -280.2% | +53.4% |
| All | -5.7% | -17.6% | +11.8% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling