+40.2%
LUV vs GTLB
-10.3%
+50.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | -14.6% | +12.3% | -26.9% | -16.0% |
| 3M | -5.7% | +65.9% | -71.6% | -12.0% |
| 6M | -8.4% | +104.0% | -112.4% | -17.6% |
| YTD | -5.1% | +26.0% | -31.2% | -9.3% |
| 1Y | +26.6% | -3.5% | +30.1% | +25.7% |
| All | +40.2% | -10.3% | +50.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling