-20.9%
LUV vs LTH
+150.5%
-171.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | -4.0% | +3.0% | +0.3% |
| 30D | -12.4% | -5.3% | -7.1% | -10.9% |
| 3M | -11.0% | +19.0% | -30.0% | -15.7% |
| 6M | -5.0% | +55.8% | -60.8% | -17.4% |
| YTD | -3.8% | +56.1% | -59.9% | -16.4% |
| 1Y | +25.9% | +41.3% | -15.3% | +12.3% |
| 3Y | +42.2% | +156.6% | -114.4% | +4.1% |
| All | -20.9% | +150.5% | -171.4% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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