+25.9%
LUV vs IT
-23.2%
+49.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.8% | +1.5% |
| 7D | -1.0% | -3.7% | +2.7% | -1.0% |
| 30D | -12.4% | +0.1% | -12.4% | -12.3% |
| 3M | -11.0% | +20.7% | -31.7% | -10.7% |
| 6M | -5.0% | +12.0% | -16.9% | -4.7% |
| YTD | -3.8% | -28.8% | +25.0% | -0.9% |
| 1Y | +25.9% | -25.5% | +51.4% | +27.2% |
| All | +25.9% | -23.2% | +49.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling