+101.4%
LUV vs GD
+54.3%
+47.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +4.8% | -5.0% | +9.7% | +6.6% |
| 30D | +6.5% | +8.9% | -2.4% | +3.1% |
| 3M | -4.9% | -8.0% | +3.2% | -2.1% |
| 6M | +8.1% | +2.9% | +5.2% | +6.2% |
| YTD | +9.0% | +7.1% | +1.9% | +4.9% |
| 1Y | +43.6% | +5.9% | +37.7% | +38.8% |
| 3Y | +101.4% | +53.9% | +47.5% | +73.2% |
| All | +101.4% | +54.3% | +47.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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