+869.0%
LUV vs JBL
+41,567.8%
-40,698.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | -0.1% | -1.0% | +0.9% | +0.1% |
| 30D | -14.6% | -15.1% | +0.5% | -12.0% |
| 3M | -5.7% | -14.0% | +8.3% | -3.4% |
| 6M | -8.4% | +20.6% | -29.1% | -12.2% |
| YTD | -5.1% | +32.9% | -38.0% | -10.9% |
| 1Y | +26.6% | +40.5% | -13.9% | +17.3% |
| 3Y | +39.7% | +183.7% | -144.1% | +11.7% |
| 5Y | -12.0% | +388.3% | -400.4% | -36.4% |
| 10Y | +17.3% | +1,464.9% | -1,447.6% | -30.8% |
| All | +869.0% | +41,567.8% | -40,698.8% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling