-13.5%
LUV vs IBN
+55.4%
-68.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -0.1% | -5.5% | +5.4% | +2.9% |
| 30D | -14.6% | -3.4% | -11.2% | -13.1% |
| 3M | -5.7% | +8.7% | -14.4% | -9.5% |
| 6M | -8.4% | +3.7% | -12.1% | -10.0% |
| YTD | -5.1% | -2.4% | -2.8% | -4.1% |
| 1Y | +26.6% | -8.1% | +34.7% | +31.0% |
| 3Y | +39.7% | +26.3% | +13.3% | +22.1% |
| All | -13.5% | +55.4% | -68.9% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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