+17.5%
LUV vs JBL
+1,558.3%
-1,540.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | -0.7% |
| 7D | -1.0% | +2.4% | -3.4% | -2.0% |
| 30D | -12.4% | -13.1% | +0.8% | -7.3% |
| 3M | -11.0% | -15.6% | +4.6% | -5.7% |
| 6M | -5.0% | +24.6% | -29.5% | -15.5% |
| YTD | -3.8% | +39.6% | -43.4% | -19.2% |
| 1Y | +25.9% | +48.6% | -22.7% | +1.7% |
| 3Y | +42.2% | +197.3% | -155.0% | -21.7% |
| 5Y | -10.8% | +413.0% | -423.8% | -63.5% |
| All | +17.5% | +1,558.3% | -1,540.9% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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