-14.4%
LUV vs COO
-44.2%
+29.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | +2.8% |
| 7D | +0.7% | -9.0% | +9.6% | +4.8% |
| 30D | -13.4% | -16.8% | +3.4% | -6.2% |
| 3M | -9.6% | -7.5% | -2.1% | -6.8% |
| 6M | -8.9% | -16.3% | +7.4% | -1.8% |
| YTD | -5.2% | -22.5% | +17.4% | +5.7% |
| 1Y | +27.0% | -7.0% | +34.0% | +30.7% |
| 3Y | +39.6% | -27.5% | +67.1% | +54.2% |
| 5Y | -14.4% | -43.3% | +28.9% | +3.5% |
| All | -14.4% | -44.2% | +29.8% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling