-21.0%
LUV vs COMP
-52.0%
+30.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.7% | -1.6% |
| 7D | +4.8% | +13.4% | -8.7% | +2.7% |
| 30D | +6.5% | +11.1% | -4.6% | +4.7% |
| 3M | -4.9% | -18.8% | +14.0% | -2.2% |
| 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% | +37.8% |
| 3Y | +101.4% | +381.6% | -280.2% | +54.8% |
| 5Y | -7.3% | -17.6% | +10.3% | -18.1% |
| All | -21.0% | -52.0% | +30.9% | -26.8% |
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 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