-12.0%
LUV vs MUB
+0.7%
-12.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +1.1% |
| 7D | -0.1% | -1.2% | +1.1% | +1.7% |
| 30D | -14.6% | -2.8% | -11.8% | -11.1% |
| 3M | -5.7% | -3.1% | -2.6% | -1.3% |
| 6M | -8.4% | -2.9% | -5.6% | -4.3% |
| YTD | -5.1% | -2.0% | -3.1% | -1.7% |
| 1Y | +26.6% | 0.0% | +26.6% | +28.3% |
| 3Y | +39.7% | +7.4% | +32.3% | +29.1% |
| 5Y | -12.0% | +0.8% | -12.8% | -32.1% |
| All | -12.0% | +0.7% | -12.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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