+35.9%
LUV vs P
+547.6%
-511.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -3.3% |
| 7D | +1.8% | +17.8% | -16.1% | -1.3% |
| 30D | +11.3% | -29.9% | +41.1% | +17.7% |
| 3M | +1.0% | -1.2% | +2.2% | -0.3% |
| 6M | +15.6% | +32.1% | -16.5% | +6.3% |
| YTD | +10.9% | +64.3% | -53.4% | -3.7% |
| 1Y | +38.1% | +24.3% | +13.8% | +25.1% |
| 3Y | +108.2% | +203.2% | -95.0% | +45.9% |
| 5Y | +1.7% | +290.4% | -288.7% | -34.8% |
| 10Y | +16.8% | +680.9% | -664.1% | -38.9% |
| All | +35.9% | +547.6% | -511.8% | -29.6% |
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