-12.3%
LUV vs JAAA
+26.5%
-38.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -1.0% | +0.1% | -1.0% | -1.1% |
| 30D | -12.4% | +0.5% | -12.9% | -13.4% |
| 3M | -11.0% | +1.3% | -12.3% | -13.6% |
| 6M | -5.0% | +2.8% | -7.8% | -10.8% |
| YTD | -3.8% | +3.3% | -7.0% | -10.5% |
| 1Y | +25.9% | +4.9% | +21.0% | +13.4% |
| 3Y | +42.2% | +19.0% | +23.3% | +20.8% |
| All | -12.3% | +26.5% | -38.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling