-12.0%
LUV vs CP
+34.0%
-46.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 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% | -10.0% |
| 6M | -8.9% | +7.8% | -16.7% | -13.2% |
| YTD | -5.2% | +22.9% | -28.0% | -16.1% |
| 1Y | +27.0% | +21.3% | +5.7% | +13.0% |
| 3Y | +39.6% | +20.4% | +19.3% | +22.1% |
| All | -12.0% | +34.0% | -46.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling