+5,080.1%
LUV vs D
+2,409.5%
+2,670.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | +1.8% | -3.1% | +4.8% | +2.9% |
| 30D | +11.3% | +8.4% | +2.9% | +8.0% |
| 3M | +1.0% | +0.2% | +0.8% | +0.9% |
| 6M | +15.6% | +9.5% | +6.1% | +11.4% |
| YTD | +10.9% | +18.8% | -7.9% | +3.2% |
| 1Y | +38.1% | +14.7% | +23.4% | +29.9% |
| 3Y | +108.2% | +72.9% | +35.3% | +65.4% |
| 5Y | +1.7% | +13.1% | -11.4% | -6.6% |
| 10Y | +16.8% | +47.2% | -30.4% | -5.9% |
| All | +5,080.1% | +2,409.5% | +2,670.6% | +976.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling