+43.0%
LUV vs D
+64.6%
-21.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.4% | +1.5% | -1.0% | 0.0% |
| 30D | -18.4% | -2.6% | -15.8% | -17.9% |
| 3M | -3.2% | 0.0% | -3.2% | -3.3% |
| 6M | -14.8% | +7.4% | -22.2% | -16.7% |
| YTD | -2.9% | +15.9% | -18.7% | -7.2% |
| 1Y | +29.6% | +18.1% | +11.5% | +22.8% |
| All | +43.0% | +64.6% | -21.5% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling