-0.4%
LUV vs S
-71.1%
+70.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | +14.2% | -2.7% | +17.0% | +14.5% |
| 3M | +0.6% | -6.9% | +7.5% | +1.0% |
| 6M | +15.1% | +38.1% | -23.0% | +8.6% |
| YTD | +10.2% | +48.0% | -37.8% | +2.2% |
| 1Y | +38.4% | +34.5% | +4.0% | +29.8% |
| 3Y | +107.5% | +38.3% | +69.2% | +87.5% |
| All | -0.4% | -71.1% | +70.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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