-12.3%
LUV vs DG
-37.9%
+25.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | -1.0% | -6.5% | +5.5% | -0.1% |
| 30D | -12.4% | +4.2% | -16.5% | -12.9% |
| 3M | -11.0% | +9.5% | -20.5% | -12.2% |
| 6M | -5.0% | -13.1% | +8.2% | -3.8% |
| YTD | -3.8% | -4.8% | +1.1% | -3.7% |
| 1Y | +25.9% | +20.6% | +5.3% | +22.6% |
| 3Y | +42.2% | +4.9% | +37.3% | +38.1% |
| All | -12.3% | -37.9% | +25.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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