+4,330.0%
LUV vs LNT
+3,150.6%
+1,179.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -13.4% | -0.5% | -12.9% | -13.3% |
| 3M | -9.6% | -5.5% | -4.1% | -7.7% |
| 6M | -8.9% | -3.8% | -5.1% | -7.9% |
| YTD | -5.2% | +6.8% | -12.0% | -8.2% |
| 1Y | +27.0% | +9.3% | +17.7% | +21.7% |
| 3Y | +39.6% | +47.9% | -8.3% | +17.6% |
| 5Y | -14.4% | +31.6% | -46.0% | -25.5% |
| 10Y | +17.3% | +150.1% | -132.9% | -21.9% |
| All | +4,330.0% | +3,150.6% | +1,179.4% | +954.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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