+4,437.6%
LUV vs IP
+364.8%
+4,072.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.4% |
| 7D | +0.4% | -5.3% | +5.7% | +2.6% |
| 30D | -18.4% | -10.9% | -7.6% | -14.7% |
| 3M | -3.2% | +11.2% | -14.4% | -7.6% |
| 6M | -14.8% | -10.2% | -4.6% | -11.9% |
| YTD | -2.9% | -2.0% | -0.9% | -3.7% |
| 1Y | +29.6% | -19.1% | +48.7% | +37.5% |
| 3Y | +35.2% | +20.9% | +14.4% | +18.4% |
| 5Y | -11.7% | -17.8% | +6.1% | -10.6% |
| 10Y | +21.6% | +23.5% | -1.9% | +1.7% |
| All | +4,437.6% | +364.8% | +4,072.8% | +1,454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling