-12.3%
LUV vs CRL
-37.1%
+24.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | -1.0% | -3.5% | +2.6% | 0.0% |
| 30D | -12.4% | -2.1% | -10.2% | -11.9% |
| 3M | -11.0% | +48.0% | -59.0% | -20.5% |
| 6M | -5.0% | +64.7% | -69.7% | -18.0% |
| YTD | -3.8% | +39.5% | -43.3% | -13.7% |
| 1Y | +25.9% | +74.2% | -48.3% | +5.6% |
| 3Y | +42.2% | +39.4% | +2.9% | +20.3% |
| All | -12.3% | -37.1% | +24.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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