+17.5%
LUV vs OMC
+34.2%
-16.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -1.0% | -4.4% | +3.4% | +1.4% |
| 30D | -12.4% | -7.6% | -4.8% | -8.8% |
| 3M | -11.0% | +4.5% | -15.5% | -14.2% |
| 6M | -5.0% | -0.3% | -4.7% | -6.0% |
| YTD | -3.8% | -0.1% | -3.7% | -7.2% |
| 1Y | +25.9% | +4.6% | +21.3% | +17.1% |
| 3Y | +42.2% | +10.5% | +31.8% | +25.2% |
| 5Y | -10.8% | +31.7% | -42.5% | -32.7% |
| All | +17.5% | +34.2% | -16.8% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling