+4,437.6%
LUV vs COO
+5,988.7%
-1,551.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.4% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | -18.4% | -7.0% | -11.4% | -17.8% |
| 3M | -3.2% | +12.2% | -15.4% | -4.3% |
| 6M | -14.8% | -15.1% | +0.3% | -13.5% |
| YTD | -2.9% | -15.1% | +12.2% | -1.3% |
| 1Y | +29.6% | +2.3% | +27.2% | +29.3% |
| 3Y | +35.2% | -23.7% | +58.9% | +38.3% |
| 5Y | -11.7% | -38.9% | +27.3% | -8.2% |
| 10Y | +21.6% | +49.9% | -28.4% | +17.7% |
| All | +4,437.6% | +5,988.7% | -1,551.1% | +3,512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling