+12.0%
LUV vs PR
+149.9%
-137.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.3% |
| 7D | +5.3% | -12.4% | +17.7% | +6.5% |
| 30D | +11.1% | -6.6% | +17.7% | +11.6% |
| 3M | -1.1% | +7.5% | -8.6% | -2.2% |
| 6M | +13.1% | +10.8% | +2.3% | +11.2% |
| YTD | +13.5% | +57.0% | -43.5% | +7.3% |
| 1Y | +45.2% | +67.9% | -22.7% | +36.2% |
| 3Y | +111.4% | +87.6% | +23.8% | +94.7% |
| 5Y | -0.9% | +220.4% | -221.3% | -15.2% |
| 10Y | +23.7% | +64.8% | -41.1% | +0.1% |
| All | +12.0% | +149.9% | -137.9% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling