+4,331.1%
LUV vs ITW
+9,414.5%
-5,083.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +1.2% |
| 30D | -14.6% | -9.5% | -5.1% | -9.7% |
| 3M | -5.7% | +6.6% | -12.3% | -9.1% |
| 6M | -8.4% | -1.8% | -6.7% | -7.5% |
| YTD | -5.1% | +9.0% | -14.1% | -9.5% |
| 1Y | +26.6% | +3.6% | +23.0% | +24.1% |
| 3Y | +39.7% | +19.4% | +20.2% | +27.3% |
| 5Y | -12.0% | +36.4% | -48.4% | -26.0% |
| 10Y | +17.3% | +190.0% | -172.7% | -33.4% |
| All | +4,331.1% | +9,414.5% | -5,083.4% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling