+171.2%
LUV vs IAG
+378.9%
-207.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.6% |
| 30D | -13.4% | +11.4% | -24.9% | -14.0% |
| 3M | -9.6% | +33.0% | -42.6% | -11.0% |
| 6M | -8.9% | -6.0% | -2.9% | -9.0% |
| YTD | -5.2% | +24.6% | -29.7% | -6.8% |
| 1Y | +27.0% | +105.0% | -77.9% | +21.7% |
| 3Y | +39.6% | +837.9% | -798.3% | +24.0% |
| 5Y | -14.4% | +817.0% | -831.4% | -25.2% |
| 10Y | +17.3% | +425.3% | -408.1% | +1.9% |
| All | +171.2% | +378.9% | -207.7% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling