+21.0%
LUV vs IP
+26.3%
-5.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +4.8% | -5.1% | +9.8% | +7.4% |
| 30D | +6.5% | +8.5% | -2.0% | +2.4% |
| 3M | -4.9% | -13.8% | +9.0% | +1.7% |
| 6M | +8.1% | +5.7% | +2.3% | +4.1% |
| YTD | +9.0% | -9.1% | +18.1% | +11.0% |
| 1Y | +43.6% | -0.8% | +44.4% | +39.8% |
| 3Y | +101.4% | +14.8% | +86.6% | +69.2% |
| 5Y | -7.3% | -11.5% | +4.2% | -11.2% |
| All | +21.0% | +26.3% | -5.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling