-30.2%
LUV vs GH
+473.1%
-503.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -0.1% | -1.2% | +1.1% | 0.0% |
| 30D | -14.6% | -3.7% | -10.9% | -14.3% |
| 3M | -5.7% | +21.7% | -27.4% | -8.3% |
| 6M | -8.4% | +75.7% | -84.2% | -15.1% |
| YTD | -5.1% | +55.7% | -60.8% | -11.0% |
| 1Y | +26.6% | +181.1% | -154.5% | +9.8% |
| 3Y | +39.7% | +371.6% | -331.9% | +9.9% |
| 5Y | -12.0% | +23.2% | -35.2% | -26.7% |
| All | -30.2% | +473.1% | -503.2% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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