+17.5%
LUV vs DGX
+255.3%
-237.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | -12.4% | -1.2% | -11.2% | -12.0% |
| 3M | -11.0% | +15.8% | -26.8% | -15.5% |
| 6M | -5.0% | +18.2% | -23.1% | -10.5% |
| YTD | -3.8% | +37.2% | -41.0% | -14.0% |
| 1Y | +25.9% | +30.4% | -4.4% | +14.3% |
| 3Y | +42.2% | +96.7% | -54.5% | +9.9% |
| 5Y | -10.8% | +67.2% | -77.9% | -28.3% |
| All | +17.5% | +255.3% | -237.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling