+12.2%
LUV vs LII
+169.1%
-156.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.1% |
| 7D | +1.1% | +2.9% | -1.8% | -0.1% |
| 30D | +14.2% | +0.9% | +13.3% | +13.5% |
| 3M | +0.6% | -15.5% | +16.2% | +7.5% |
| 6M | +15.1% | -30.2% | +45.3% | +31.3% |
| YTD | +10.2% | -26.8% | +37.0% | +22.5% |
| 1Y | +38.4% | -25.3% | +63.7% | +52.5% |
| 3Y | +107.5% | -7.8% | +115.2% | +100.2% |
| 5Y | +1.1% | +17.0% | -15.9% | -15.4% |
| All | +12.2% | +169.1% | -156.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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