+23.2%
LUV vs UMAC
+473.8%
-450.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | -1.0% | -3.4% | +2.4% | -0.9% |
| 30D | -12.4% | -15.1% | +2.7% | -12.1% |
| 3M | -11.0% | -10.8% | -0.2% | -11.1% |
| 6M | -5.0% | +15.7% | -20.7% | -6.8% |
| YTD | -3.8% | +80.1% | -83.9% | -7.5% |
| 1Y | +25.9% | +116.7% | -90.8% | +19.5% |
| All | +23.2% | +473.8% | -450.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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