+29.6%
LUV vs OMC
+9.8%
+19.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.6% |
| 7D | +0.4% | -6.4% | +6.8% | +1.3% |
| 30D | -18.4% | +1.1% | -19.5% | -18.6% |
| 3M | -3.2% | +10.4% | -13.6% | -4.5% |
| 6M | -14.8% | -1.7% | -13.1% | -15.6% |
| YTD | -2.9% | +4.4% | -7.3% | -1.2% |
| 1Y | +29.6% | +8.4% | +21.1% | +27.7% |
| All | +29.6% | +9.8% | +19.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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