+42.2%
LUV vs IT
-49.4%
+91.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.8% | +0.8% |
| 7D | -1.0% | -3.7% | +2.7% | -0.5% |
| 30D | -12.4% | +0.1% | -12.4% | -12.5% |
| 3M | -11.0% | +20.7% | -31.7% | -14.0% |
| 6M | -5.0% | +12.0% | -16.9% | -7.5% |
| YTD | -3.8% | -28.8% | +25.0% | +3.1% |
| 1Y | +25.9% | -25.5% | +51.4% | +32.3% |
| 3Y | +42.2% | -48.8% | +91.0% | +72.0% |
| All | +42.2% | -49.4% | +91.6% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling