+113.2%
LUV vs LII
-8.4%
+121.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +6.6% | +0.4% | +6.2% | +6.5% |
| 30D | +11.2% | -2.4% | +13.6% | +11.9% |
| 3M | +3.6% | -17.5% | +21.1% | +11.1% |
| 6M | +13.1% | -32.8% | +46.0% | +29.4% |
| YTD | +13.6% | -27.7% | +41.3% | +25.5% |
| 1Y | +44.4% | -28.1% | +72.4% | +59.6% |
| 3Y | +113.2% | -9.7% | +122.9% | +96.1% |
| All | +113.2% | -8.4% | +121.6% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling