+17.5%
LUV vs COO
+17.0%
+0.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -1.0% | -22.5% | +21.6% | +9.6% |
| 30D | -12.4% | -29.7% | +17.4% | +1.1% |
| 3M | -11.0% | -20.1% | +9.2% | -3.1% |
| 6M | -5.0% | -26.9% | +21.9% | +7.5% |
| YTD | -3.8% | -34.2% | +30.4% | +13.9% |
| 1Y | +25.9% | -21.3% | +47.2% | +37.8% |
| 3Y | +42.2% | -38.7% | +80.9% | +68.1% |
| 5Y | -10.8% | -52.2% | +41.4% | +15.0% |
| All | +17.5% | +17.0% | +0.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling