+5,204.9%
LUV vs D
+2,441.4%
+2,763.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +6.6% | +2.4% | +4.2% | +5.7% |
| 30D | +11.2% | +10.9% | +0.3% | +7.0% |
| 3M | +3.6% | +2.8% | +0.8% | +2.5% |
| 6M | +13.1% | +12.7% | +0.4% | +7.8% |
| YTD | +13.6% | +20.3% | -6.7% | +5.2% |
| 1Y | +44.4% | +17.1% | +27.2% | +34.7% |
| 3Y | +113.2% | +75.1% | +38.1% | +68.6% |
| 5Y | +1.5% | +13.1% | -11.6% | -6.8% |
| 10Y | +20.2% | +48.3% | -28.1% | -3.5% |
| All | +5,204.9% | +2,441.4% | +2,763.5% | +996.9% |
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