-12.0%
LUV vs DAR
-6.7%
-5.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | -14.6% | +6.4% | -21.0% | -16.2% |
| 3M | -5.7% | +13.2% | -18.9% | -9.4% |
| 6M | -8.4% | +26.2% | -34.6% | -15.5% |
| YTD | -5.1% | +84.4% | -89.5% | -21.7% |
| 1Y | +26.6% | +112.0% | -85.5% | -0.6% |
| 3Y | +39.7% | +13.4% | +26.3% | +27.3% |
| 5Y | -12.0% | -6.0% | -6.0% | -16.3% |
| All | -12.0% | -6.7% | -5.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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