-12.5%
LUV vs URI
+206.8%
-219.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | +3.1% | +2.5% | +0.6% | +2.2% |
| 30D | -17.4% | -12.5% | -4.9% | -13.6% |
| 3M | -4.9% | -6.2% | +1.3% | -3.3% |
| 6M | -5.7% | +25.9% | -31.6% | -15.0% |
| YTD | -5.2% | +26.2% | -31.4% | -16.3% |
| 1Y | +24.1% | +5.5% | +18.6% | +18.2% |
| 3Y | +39.6% | +125.0% | -85.4% | -9.6% |
| 5Y | -12.5% | +210.4% | -222.9% | -54.2% |
| All | -12.5% | +206.8% | -219.3% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling