+42.2%
LUV vs DGX
+96.4%
-54.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -12.4% | -1.2% | -11.2% | -12.2% |
| 3M | -11.0% | +15.8% | -26.8% | -13.3% |
| 6M | -5.0% | +18.2% | -23.1% | -7.9% |
| YTD | -3.8% | +37.2% | -41.0% | -9.3% |
| 1Y | +25.9% | +30.4% | -4.4% | +19.7% |
| 3Y | +42.2% | +96.7% | -54.5% | +22.1% |
| All | +42.2% | +96.4% | -54.2% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling