+968.1%
LUV vs DRI
+7,437.5%
-6,469.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | +3.1% | -1.2% | +4.3% | +3.6% |
| 30D | -17.4% | -0.4% | -17.0% | -17.4% |
| 3M | -4.9% | +9.5% | -14.4% | -8.2% |
| 6M | -5.7% | +6.5% | -12.2% | -8.1% |
| YTD | -5.2% | +18.4% | -23.6% | -11.1% |
| 1Y | +24.1% | +4.2% | +19.9% | +21.5% |
| 3Y | +39.6% | +57.1% | -17.5% | +17.2% |
| 5Y | -12.5% | +70.4% | -82.9% | -28.8% |
| 10Y | +12.9% | +354.0% | -341.1% | -36.8% |
| All | +968.1% | +7,437.5% | -6,469.4% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling