+29.6%
LUV vs GTLB
+14.4%
+15.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +0.4% | +11.1% | -10.6% | -0.2% |
| 30D | -18.4% | +37.8% | -56.2% | -20.0% |
| 3M | -3.2% | +61.6% | -64.8% | -6.1% |
| 6M | -14.8% | +98.9% | -113.8% | -18.8% |
| YTD | -2.9% | +32.8% | -35.6% | -6.3% |
| 1Y | +29.6% | +14.7% | +14.9% | +27.4% |
| All | +29.6% | +14.4% | +15.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling