-12.3%
LUV vs PHM
+156.2%
-168.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | -1.0% | -5.0% | +4.0% | +1.2% |
| 30D | -12.4% | -8.4% | -3.9% | -9.1% |
| 3M | -11.0% | -4.4% | -6.6% | -9.4% |
| 6M | -5.0% | -3.7% | -1.2% | -3.5% |
| YTD | -3.8% | +1.3% | -5.1% | -4.1% |
| 1Y | +25.9% | -14.0% | +39.9% | +33.0% |
| 3Y | +42.2% | +48.1% | -5.9% | +17.9% |
| All | -12.3% | +156.2% | -168.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling