+42.2%
LUV vs CRS
+612.2%
-570.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | -1.0% | -6.8% | +5.8% | +0.8% |
| 30D | -12.4% | -16.1% | +3.8% | -8.5% |
| 3M | -11.0% | -21.2% | +10.2% | -6.0% |
| 6M | -5.0% | +8.7% | -13.7% | -7.1% |
| YTD | -3.8% | +41.0% | -44.8% | -11.4% |
| 1Y | +25.9% | +82.7% | -56.7% | +7.9% |
| 3Y | +42.2% | +604.8% | -562.5% | -10.1% |
| All | +42.2% | +612.2% | -570.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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