-22.0%
LUV vs LTH
+152.0%
-174.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +0.7% | -4.0% | +4.7% | +1.9% |
| 30D | -13.4% | -1.7% | -11.8% | -13.0% |
| 3M | -9.6% | +28.0% | -37.6% | -16.2% |
| 6M | -8.9% | +54.1% | -63.0% | -20.6% |
| YTD | -5.2% | +57.1% | -62.2% | -17.8% |
| 1Y | +27.0% | +45.8% | -18.7% | +12.2% |
| 3Y | +39.6% | +157.6% | -117.9% | +2.1% |
| All | -22.0% | +152.0% | -174.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling