-12.3%
LUV vs MKTX
-60.5%
+48.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -12.4% | +0.7% | -13.1% | -12.4% |
| 3M | -11.0% | +40.8% | -51.8% | -15.0% |
| 6M | -5.0% | -8.0% | +3.0% | -4.1% |
| YTD | -3.8% | -8.7% | +5.0% | -2.9% |
| 1Y | +25.9% | -11.8% | +37.8% | +27.6% |
| 3Y | +42.2% | -24.0% | +66.3% | +44.2% |
| All | -12.3% | -60.5% | +48.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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