+19.0%
LUV vs P
+485.4%
-466.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.0% |
| 7D | +0.4% | +6.5% | -6.1% | -0.8% |
| 30D | -18.4% | +18.8% | -37.2% | -21.5% |
| 3M | -3.2% | +26.7% | -30.0% | -8.7% |
| 6M | -14.8% | +62.2% | -77.0% | -24.2% |
| YTD | -2.9% | +48.5% | -51.4% | -12.9% |
| 1Y | +29.6% | +26.4% | +3.2% | +17.9% |
| 3Y | +35.2% | +159.4% | -124.2% | -1.1% |
| 5Y | -11.7% | +275.8% | -287.5% | -42.4% |
| 10Y | +21.6% | +732.0% | -710.4% | -35.9% |
| All | +19.0% | +485.4% | -466.3% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling