+15.8%
LUV vs CP
+230.5%
-214.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | -0.1% | -2.7% | +2.6% | +1.5% |
| 30D | -14.6% | -3.4% | -11.3% | -13.0% |
| 3M | -5.7% | -0.6% | -5.1% | -5.7% |
| 6M | -8.4% | +6.3% | -14.7% | -12.0% |
| YTD | -5.1% | +21.2% | -26.3% | -15.3% |
| 1Y | +26.6% | +20.0% | +6.6% | +13.5% |
| 3Y | +39.7% | +18.7% | +21.0% | +24.1% |
| 5Y | -12.0% | +34.8% | -46.8% | -28.7% |
| All | +15.8% | +230.5% | -214.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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