-14.4%
LUV vs M
+22.2%
-36.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.2% |
| 7D | +0.7% | -4.1% | +4.7% | +1.8% |
| 30D | -13.4% | -13.6% | +0.2% | -9.9% |
| 3M | -9.6% | -2.3% | -7.3% | -9.1% |
| 6M | -8.9% | +21.9% | -30.8% | -13.9% |
| YTD | -5.2% | -0.6% | -4.6% | -5.6% |
| 1Y | +27.0% | +29.7% | -2.7% | +17.8% |
| 3Y | +39.6% | +107.3% | -67.6% | +6.3% |
| 5Y | -14.4% | +20.5% | -34.9% | -30.4% |
| All | -14.4% | +22.2% | -36.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling