+394.4%
LUV vs PLUG
-99.1%
+493.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.4% |
| 7D | +0.1% | -6.8% | +7.0% | +0.6% |
| 30D | +14.0% | -16.0% | +30.1% | +15.4% |
| 3M | +2.6% | -38.7% | +41.3% | +6.0% |
| 6M | +17.3% | -61.4% | +78.6% | +24.8% |
| YTD | +14.0% | -31.0% | +44.9% | +14.9% |
| 1Y | +47.9% | -46.2% | +94.1% | +51.6% |
| 3Y | +114.0% | -61.5% | +175.4% | +108.5% |
| 5Y | +3.2% | -96.9% | +100.0% | +15.2% |
| 10Y | +20.0% | -7.5% | +27.5% | -1.3% |
| All | +394.4% | -99.1% | +493.5% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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