+37.3%
LUV vs IP
+21.5%
+15.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.5% |
| 7D | +0.4% | -5.3% | +5.7% | +2.3% |
| 30D | -18.4% | -10.9% | -7.6% | -15.1% |
| 3M | -3.2% | +11.2% | -14.4% | -6.9% |
| 6M | -14.8% | -10.2% | -4.6% | -13.0% |
| YTD | -2.9% | -2.0% | -0.9% | -3.9% |
| 1Y | +29.6% | -19.1% | +48.7% | +35.4% |
| All | +37.3% | +21.5% | +15.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling