+17.5%
LUV vs ITW
+194.8%
-177.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | -1.0% | -0.7% | -0.2% | -0.4% |
| 30D | -12.4% | -8.3% | -4.0% | -6.6% |
| 3M | -11.0% | +6.0% | -17.0% | -15.0% |
| 6M | -5.0% | 0.0% | -5.0% | -5.2% |
| YTD | -3.8% | +10.2% | -14.0% | -10.5% |
| 1Y | +25.9% | +3.2% | +22.7% | +22.5% |
| 3Y | +42.2% | +21.0% | +21.3% | +23.6% |
| 5Y | -10.8% | +37.9% | -48.7% | -30.8% |
| All | +17.5% | +194.8% | -177.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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