-17.0%
LUV vs GTLB
-50.1%
+33.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -1.0% | -5.7% | +4.7% | -0.2% |
| 30D | -12.4% | +15.1% | -27.5% | -14.1% |
| 3M | -11.0% | +65.5% | -76.4% | -17.2% |
| 6M | -5.0% | +102.9% | -107.9% | -14.6% |
| YTD | -3.8% | +25.2% | -29.0% | -8.3% |
| 1Y | +25.9% | -5.5% | +31.4% | +24.3% |
| 3Y | +42.2% | -10.9% | +53.1% | +36.0% |
| All | -17.0% | -50.1% | +33.1% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling