-5.7%
LUV vs GD
+94.5%
-100.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.3% |
| 7D | +4.8% | -5.0% | +9.7% | +6.8% |
| 30D | +6.5% | +8.9% | -2.4% | +2.8% |
| 3M | -4.9% | -8.0% | +3.2% | -1.8% |
| 6M | +8.1% | +2.9% | +5.2% | +6.1% |
| YTD | +9.0% | +7.1% | +1.9% | +4.7% |
| 1Y | +43.6% | +5.9% | +37.7% | +38.5% |
| 3Y | +101.4% | +53.9% | +47.5% | +62.6% |
| All | -5.7% | +94.5% | -100.3% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling