+114.6%
LUV vs CP
+35.8%
+78.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.6% |
| 30D | +14.0% | +9.6% | +4.4% | +7.8% |
| 3M | +2.6% | +2.2% | +0.4% | +1.1% |
| 6M | +17.3% | +11.1% | +6.2% | +9.2% |
| YTD | +14.0% | +28.2% | -14.2% | -3.2% |
| 1Y | +47.9% | +32.2% | +15.7% | +23.3% |
| All | +114.6% | +35.8% | +78.8% | +60.0% |
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