-29.6%
LUV vs COMP
-47.7%
+18.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | -18.4% | -13.3% | -5.1% | -16.7% |
| 3M | -3.2% | +41.1% | -44.3% | -8.1% |
| 6M | -14.8% | +17.2% | -32.0% | -17.6% |
| YTD | -2.9% | +5.2% | -8.1% | -5.0% |
| 1Y | +29.6% | +18.9% | +10.7% | +24.1% |
| 3Y | +35.2% | +215.9% | -180.7% | +9.2% |
| 5Y | -11.7% | -31.2% | +19.5% | -21.1% |
| All | -29.6% | -47.7% | +18.1% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling