+15.8%
LUV vs D
+38.3%
-22.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.1% | -1.6% | +1.5% | +0.4% |
| 30D | -14.6% | -3.5% | -11.1% | -13.6% |
| 3M | -5.7% | -1.6% | -4.1% | -5.3% |
| 6M | -8.4% | +5.8% | -14.2% | -10.6% |
| YTD | -5.1% | +14.5% | -19.6% | -10.1% |
| 1Y | +26.6% | +14.2% | +12.4% | +19.8% |
| 3Y | +39.7% | +59.0% | -19.3% | +15.6% |
| 5Y | -12.0% | +5.4% | -17.4% | -16.5% |
| All | +15.8% | +38.3% | -22.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling