+26.6%
LUV vs M
+25.2%
+1.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +2.1% |
| 7D | -0.1% | -8.8% | +8.7% | +3.9% |
| 30D | -14.6% | -16.4% | +1.8% | -7.8% |
| 3M | -5.7% | -10.8% | +5.1% | -1.0% |
| 6M | -8.4% | +16.1% | -24.6% | -14.8% |
| YTD | -5.1% | -5.3% | +0.1% | -4.5% |
| 1Y | +26.6% | +24.9% | +1.7% | +12.4% |
| All | +26.6% | +25.2% | +1.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling