-12.0%
LUV vs DRI
+65.0%
-77.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.9% |
| 7D | +0.7% | -4.8% | +5.5% | +3.3% |
| 30D | -13.4% | -3.9% | -9.5% | -11.8% |
| 3M | -9.6% | +5.1% | -14.7% | -12.6% |
| 6M | -8.9% | +5.5% | -14.4% | -12.2% |
| YTD | -5.2% | +16.5% | -21.6% | -13.6% |
| 1Y | +27.0% | +2.0% | +25.1% | +23.7% |
| 3Y | +39.6% | +54.5% | -14.9% | +4.9% |
| All | -12.0% | +65.0% | -77.0% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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