+15.8%
LUV vs P
+709.5%
-693.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +0.8% |
| 7D | +0.7% | +5.0% | -4.4% | -0.4% |
| 30D | -13.4% | -0.9% | -12.5% | -13.7% |
| 3M | -9.6% | +38.7% | -48.2% | -16.2% |
| 6M | -8.9% | +54.4% | -63.3% | -18.5% |
| YTD | -5.2% | +44.8% | -50.0% | -14.9% |
| 1Y | +27.0% | +22.5% | +4.5% | +15.8% |
| 3Y | +39.6% | +148.2% | -108.6% | +1.3% |
| 5Y | -14.4% | +268.9% | -283.3% | -45.5% |
| All | +15.8% | +709.5% | -693.7% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling