+573.1%
LUV vs IT
+5,548.9%
-4,975.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +0.7% | -9.1% | +9.8% | +2.7% |
| 30D | -13.4% | -12.2% | -1.3% | -11.2% |
| 3M | -9.6% | +7.8% | -17.4% | -12.6% |
| 6M | -8.9% | +2.0% | -10.9% | -11.5% |
| YTD | -5.2% | -32.7% | +27.6% | 0.0% |
| 1Y | +27.0% | -31.1% | +58.1% | +32.8% |
| 3Y | +39.6% | -52.1% | +91.7% | +56.5% |
| 5Y | -14.4% | -46.3% | +31.9% | -7.4% |
| 10Y | +17.3% | +91.4% | -74.1% | -5.7% |
| All | +573.1% | +5,548.9% | -4,975.8% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling