-12.5%
LUV vs PL
+79.0%
-91.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | +3.1% | -7.5% | +10.6% | +4.0% |
| 30D | -17.4% | -25.6% | +8.1% | -14.5% |
| 3M | -4.9% | -45.6% | +40.7% | +1.5% |
| 6M | -5.7% | -29.5% | +23.8% | -5.1% |
| YTD | -5.2% | -9.7% | +4.5% | -8.8% |
| 1Y | +24.1% | +84.4% | -60.2% | +6.2% |
| 3Y | +39.6% | +550.0% | -510.4% | -11.6% |
| 5Y | -12.5% | +79.0% | -91.5% | -40.7% |
| All | -12.5% | +79.0% | -91.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling