+15.8%
LUV vs P
+684.8%
-669.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.6% |
| 7D | -0.1% | -4.1% | +4.0% | +0.7% |
| 30D | -14.6% | -14.0% | -0.6% | -12.4% |
| 3M | -5.7% | +41.4% | -47.1% | -13.0% |
| 6M | -8.4% | +54.2% | -62.6% | -18.1% |
| YTD | -5.1% | +40.4% | -45.6% | -14.4% |
| 1Y | +26.6% | +16.0% | +10.6% | +16.7% |
| 3Y | +39.7% | +140.7% | -101.0% | +2.0% |
| 5Y | -12.0% | +256.3% | -268.3% | -43.6% |
| All | +15.8% | +684.8% | -669.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded P 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling