+25.9%
LUV vs OMC
+7.0%
+18.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -1.0% | -4.4% | +3.4% | -0.4% |
| 30D | -12.4% | -7.6% | -4.8% | -11.4% |
| 3M | -11.0% | +4.5% | -15.5% | -11.5% |
| 6M | -5.0% | -0.3% | -4.7% | -5.4% |
| YTD | -3.8% | -0.1% | -3.7% | -1.5% |
| 1Y | +25.9% | +4.6% | +21.3% | +24.4% |
| All | +25.9% | +7.0% | +18.9% | +24.4% |
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