+4,329.9%
LUV vs PHM
+10,944.2%
-6,614.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | +0.7% | -3.9% | +4.5% | +1.8% |
| 30D | -13.4% | -8.6% | -4.9% | -11.3% |
| 3M | -9.6% | -2.9% | -6.7% | -8.8% |
| 6M | -8.9% | -5.7% | -3.2% | -7.3% |
| YTD | -5.2% | +1.9% | -7.0% | -5.4% |
| 1Y | +27.0% | -12.3% | +39.4% | +31.9% |
| 3Y | +39.6% | +50.8% | -11.1% | +22.8% |
| 5Y | -14.4% | +157.3% | -171.7% | -36.1% |
| 10Y | +17.3% | +566.5% | -549.3% | -34.5% |
| All | +4,329.9% | +10,944.2% | -6,614.2% | +788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling