+42.2%
LUV vs PHM
+49.3%
-7.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | -1.0% | -5.0% | +4.0% | +1.3% |
| 30D | -12.4% | -8.4% | -3.9% | -8.9% |
| 3M | -11.0% | -4.4% | -6.6% | -9.3% |
| 6M | -5.0% | -3.7% | -1.2% | -3.6% |
| YTD | -3.8% | +1.3% | -5.1% | -4.0% |
| 1Y | +25.9% | -14.0% | +39.9% | +32.5% |
| 3Y | +42.2% | +48.1% | -5.9% | +14.1% |
| All | +42.2% | +49.3% | -7.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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