+13.6%
LUV vs IRE
-85.3%
+98.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.3% |
| 7D | -0.1% | +7.9% | -8.1% | -0.5% |
| 30D | -14.6% | +9.3% | -23.9% | -15.3% |
| 3M | -5.7% | -52.3% | +46.6% | -5.3% |
| 6M | -8.4% | -38.5% | +30.0% | -9.4% |
| YTD | -5.1% | -54.8% | +49.7% | -7.8% |
| All | +13.6% | -85.3% | +98.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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