+4,437.6%
LUV vs CP
+7,669.4%
-3,231.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.6% |
| 30D | -18.4% | +0.2% | -18.6% | -18.5% |
| 3M | -3.2% | +2.6% | -5.8% | -4.5% |
| 6M | -14.8% | +6.0% | -20.8% | -17.0% |
| YTD | -2.9% | +24.9% | -27.8% | -11.5% |
| 1Y | +29.6% | +20.1% | +9.5% | +19.9% |
| 3Y | +35.2% | +16.4% | +18.8% | +26.0% |
| 5Y | -11.7% | +31.7% | -43.4% | -22.5% |
| 10Y | +21.6% | +223.9% | -202.3% | -26.0% |
| All | +4,437.6% | +7,669.4% | -3,231.8% | +583.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling