-14.4%
LUV vs URA
+132.7%
-147.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | +0.7% | +5.7% | -5.1% | -0.6% |
| 30D | -13.4% | +5.6% | -19.0% | -14.6% |
| 3M | -9.6% | +6.2% | -15.8% | -11.1% |
| 6M | -8.9% | -8.2% | -0.7% | -8.2% |
| YTD | -5.2% | +9.7% | -14.8% | -9.2% |
| 1Y | +27.0% | +17.0% | +10.1% | +18.1% |
| 3Y | +39.6% | +118.5% | -78.8% | +6.7% |
| 5Y | -14.4% | +134.3% | -148.8% | -37.1% |
| All | -14.4% | +132.7% | -147.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling