+4,331.1%
LUV vs DTE
+3,444.9%
+886.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -0.1% | -2.0% | +1.9% | +0.8% |
| 30D | -14.6% | -2.4% | -12.2% | -13.7% |
| 3M | -5.7% | -7.3% | +1.6% | -2.7% |
| 6M | -8.4% | -7.6% | -0.8% | -5.6% |
| YTD | -5.1% | +5.8% | -10.9% | -8.3% |
| 1Y | +26.6% | +2.3% | +24.2% | +24.2% |
| 3Y | +39.7% | +45.0% | -5.3% | +16.3% |
| 5Y | -12.0% | +33.2% | -45.2% | -24.7% |
| 10Y | +17.3% | +141.4% | -124.1% | -24.1% |
| All | +4,331.1% | +3,444.9% | +886.2% | +746.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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