+15.8%
LUV vs URI
+1,233.8%
-1,218.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.5% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -14.6% | -13.4% | -1.2% | -9.9% |
| 3M | -5.7% | -6.2% | +0.5% | -4.1% |
| 6M | -8.4% | +28.0% | -36.4% | -19.0% |
| YTD | -5.1% | +23.0% | -28.1% | -16.2% |
| 1Y | +26.6% | +5.5% | +21.0% | +19.1% |
| 3Y | +39.7% | +119.2% | -79.5% | -7.6% |
| 5Y | -12.0% | +201.0% | -213.1% | -51.0% |
| All | +15.8% | +1,233.8% | -1,218.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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