+39.6%
LUV vs P
+159.9%
-120.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.6% |
| 7D | +3.1% | +7.8% | -4.7% | +2.1% |
| 30D | -17.4% | +12.3% | -29.7% | -18.8% |
| 3M | -4.9% | +37.1% | -42.0% | -9.3% |
| 6M | -5.7% | +66.1% | -71.8% | -13.0% |
| YTD | -5.2% | +50.9% | -56.1% | -12.1% |
| 1Y | +24.1% | +27.2% | -3.1% | +16.1% |
| 3Y | +39.6% | +158.7% | -119.1% | +10.7% |
| All | +39.6% | +159.9% | -120.3% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling