+36.4%
LUV vs IRE
-97.5%
+133.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.1% | -11.8% | -0.1% |
| 7D | +0.1% | -15.1% | +15.3% | +0.2% |
| 30D | +14.0% | -71.4% | +85.4% | +18.0% |
| 3M | +2.6% | -81.2% | +83.7% | +7.2% |
| 6M | +17.3% | -93.7% | +111.0% | +24.2% |
| YTD | +14.0% | -92.2% | +106.2% | +16.8% |
| 1Y | +47.9% | -97.3% | +145.1% | +54.8% |
| All | +36.4% | -97.5% | +133.9% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling