+17.5%
LUV vs LEN
+108.0%
-90.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.6% |
| 7D | -1.0% | -4.8% | +3.8% | +0.8% |
| 30D | -12.4% | -6.6% | -5.8% | -10.2% |
| 3M | -11.0% | -15.7% | +4.7% | -5.4% |
| 6M | -5.0% | -16.6% | +11.7% | +1.5% |
| YTD | -3.8% | -21.3% | +17.6% | +4.7% |
| 1Y | +25.9% | -42.0% | +68.0% | +51.9% |
| 3Y | +42.2% | -27.9% | +70.2% | +53.7% |
| 5Y | -10.8% | -10.7% | -0.1% | -13.3% |
| All | +17.5% | +108.0% | -90.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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