-12.5%
LUV vs LII
+25.8%
-38.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | +3.1% | +2.1% | +1.0% | +2.3% |
| 30D | -17.4% | -12.4% | -5.0% | -13.2% |
| 3M | -4.9% | -24.8% | +19.9% | +4.5% |
| 6M | -5.7% | -25.2% | +19.5% | +3.2% |
| YTD | -5.2% | -20.3% | +15.1% | +1.3% |
| 1Y | +24.1% | -32.9% | +57.1% | +40.6% |
| 3Y | +39.6% | +2.0% | +37.6% | +31.4% |
| 5Y | -12.5% | +24.4% | -36.9% | -23.5% |
| All | -12.5% | +25.8% | -38.3% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling