-13.5%
LUV vs IAG
+813.2%
-826.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -0.1% | -4.1% | +4.0% | +0.2% |
| 30D | -14.6% | +10.6% | -25.2% | -15.5% |
| 3M | -5.7% | +35.4% | -41.1% | -8.5% |
| 6M | -8.4% | -9.5% | +1.1% | -8.6% |
| YTD | -5.1% | +21.8% | -27.0% | -8.1% |
| 1Y | +26.6% | +84.1% | -57.6% | +18.2% |
| 3Y | +39.7% | +817.4% | -777.7% | +15.9% |
| All | -13.5% | +813.2% | -826.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling