-14.4%
LUV vs D
+5.1%
-19.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -13.4% | -2.1% | -11.4% | -13.0% |
| 3M | -9.6% | -0.7% | -8.8% | -9.5% |
| 6M | -8.9% | +5.6% | -14.5% | -10.5% |
| YTD | -5.2% | +14.6% | -19.7% | -9.2% |
| 1Y | +27.0% | +15.3% | +11.7% | +21.3% |
| 3Y | +39.6% | +59.1% | -19.5% | +20.5% |
| 5Y | -14.4% | +3.9% | -18.3% | -18.8% |
| All | -14.4% | +5.1% | -19.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling