+17.5%
LUV vs URA
+346.2%
-328.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.3% |
| 7D | -1.0% | -5.5% | +4.5% | +0.4% |
| 30D | -12.4% | -3.7% | -8.7% | -11.7% |
| 3M | -11.0% | -2.9% | -8.1% | -10.8% |
| 6M | -5.0% | -15.2% | +10.3% | -2.0% |
| YTD | -3.8% | +1.9% | -5.7% | -7.0% |
| 1Y | +25.9% | +6.9% | +19.0% | +18.1% |
| 3Y | +42.2% | +99.6% | -57.4% | +5.8% |
| 5Y | -10.8% | +101.2% | -111.9% | -37.2% |
| All | +17.5% | +346.2% | -328.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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