+17.5%
LUV vs UL
+66.7%
-49.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -1.0% | -3.4% | +2.4% | +0.1% |
| 30D | -12.4% | +0.5% | -12.8% | -12.5% |
| 3M | -11.0% | +7.2% | -18.2% | -13.0% |
| 6M | -5.0% | -3.1% | -1.9% | -4.4% |
| YTD | -3.8% | -2.7% | -1.1% | -3.3% |
| 1Y | +25.9% | -10.2% | +36.2% | +29.4% |
| 3Y | +42.2% | +20.3% | +22.0% | +32.3% |
| 5Y | -10.8% | +19.9% | -30.7% | -18.2% |
| All | +17.5% | +66.7% | -49.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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