+5,046.9%
LUV vs CP
+7,903.1%
-2,856.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | +1.1% | +2.1% | -1.0% | +0.2% |
| 30D | +14.2% | +9.3% | +4.9% | +10.2% |
| 3M | +0.6% | +0.5% | +0.2% | +0.4% |
| 6M | +15.1% | +10.4% | +4.6% | +10.2% |
| YTD | +10.2% | +28.7% | -18.5% | -0.8% |
| 1Y | +38.4% | +33.2% | +5.3% | +23.0% |
| 3Y | +107.5% | +38.4% | +69.1% | +80.4% |
| 5Y | +1.1% | +26.2% | -25.1% | -9.6% |
| 10Y | +16.0% | +258.4% | -242.3% | -32.1% |
| All | +5,046.9% | +7,903.1% | -2,856.2% | +665.6% |
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