-21.0%
LUV vs PL
+40.9%
-61.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +1.1% | +10.0% | -8.9% | -0.1% |
| 30D | +14.2% | -2.3% | +16.5% | +14.2% |
| 3M | +0.6% | -44.2% | +44.8% | +7.3% |
| 6M | +15.1% | -66.1% | +81.2% | +28.4% |
| YTD | +10.2% | -30.0% | +40.2% | +8.7% |
| 1Y | +38.4% | +21.0% | +17.4% | +25.1% |
| 3Y | +107.5% | +516.5% | -409.0% | +30.6% |
| 5Y | +1.1% | +32.0% | -30.9% | -23.5% |
| All | -21.0% | +40.9% | -61.9% | -41.7% |
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