+4,328.8%
LUV vs UL
+2,632.7%
+1,696.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | +3.1% | -1.3% | +4.4% | +3.6% |
| 30D | -17.4% | +0.9% | -18.3% | -17.7% |
| 3M | -4.9% | +14.2% | -19.1% | -9.3% |
| 6M | -5.7% | -3.2% | -2.5% | -4.9% |
| YTD | -5.2% | -0.3% | -4.8% | -5.3% |
| 1Y | +24.1% | -8.8% | +32.9% | +27.5% |
| 3Y | +39.6% | +23.9% | +15.7% | +27.6% |
| 5Y | -12.5% | +21.4% | -33.8% | -20.5% |
| 10Y | +12.9% | +66.7% | -53.7% | -10.7% |
| All | +4,328.8% | +2,632.7% | +1,696.1% | +1,124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling