-32.0%
LUV vs PL
+75.7%
-107.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | +0.7% | -13.9% | +14.5% | +2.4% |
| 30D | -13.4% | -25.5% | +12.0% | -10.5% |
| 3M | -9.6% | -44.8% | +35.2% | -3.7% |
| 6M | -8.9% | -33.3% | +24.4% | -7.7% |
| YTD | -5.2% | -12.7% | +7.5% | -8.5% |
| 1Y | +27.0% | +90.9% | -63.9% | +8.0% |
| 3Y | +39.6% | +528.5% | -488.8% | -11.2% |
| 5Y | -14.4% | +72.7% | -87.1% | -38.1% |
| All | -32.0% | +75.7% | -107.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling