+17.2%
LUV vs PR
+88.5%
-71.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | +3.1% | -0.6% | +3.7% | +3.2% |
| 30D | -17.4% | +17.4% | -34.8% | -18.8% |
| 3M | -4.9% | +21.8% | -26.6% | -7.0% |
| 6M | -5.7% | +27.6% | -33.3% | -8.6% |
| YTD | -5.2% | +71.4% | -76.6% | -10.9% |
| 1Y | +24.1% | +78.3% | -54.2% | +15.9% |
| 3Y | +39.6% | +85.5% | -45.9% | +28.8% |
| 5Y | -12.5% | +422.7% | -435.1% | -28.1% |
| All | +17.2% | +88.5% | -71.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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