-18.2%
LUV vs GTLB
-50.8%
+32.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | +0.7% | -6.6% | +7.2% | +1.5% |
| 30D | -13.4% | +13.7% | -27.2% | -15.1% |
| 3M | -9.6% | +52.9% | -62.5% | -15.0% |
| 6M | -8.9% | +88.5% | -97.4% | -17.3% |
| YTD | -5.2% | +23.4% | -28.6% | -9.4% |
| 1Y | +27.0% | -3.8% | +30.9% | +25.1% |
| 3Y | +39.6% | -11.5% | +51.1% | +33.7% |
| All | -18.2% | -50.8% | +32.6% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling