+40.2%
LUV vs CP
+19.7%
+20.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | -13.4% | -0.5% | -13.0% | -13.3% |
| 3M | -9.6% | +0.1% | -9.7% | -10.1% |
| 6M | -8.9% | +7.8% | -16.7% | -13.8% |
| YTD | -5.2% | +22.9% | -28.0% | -17.4% |
| 1Y | +27.0% | +21.3% | +5.7% | +11.2% |
| All | +40.2% | +19.7% | +20.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling