+652.8%
LUV vs URI
+7,815.7%
-7,162.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +6.6% | -6.0% | +12.6% | +8.1% |
| 30D | +11.2% | +4.6% | +6.6% | +9.9% |
| 3M | +3.6% | -2.7% | +6.3% | +4.1% |
| 6M | +13.1% | +18.4% | -5.2% | +8.0% |
| YTD | +13.6% | +37.4% | -23.8% | +2.8% |
| 1Y | +44.4% | +30.4% | +14.0% | +32.4% |
| 3Y | +113.2% | +147.9% | -34.7% | +64.8% |
| 5Y | +1.5% | +202.1% | -200.5% | -26.1% |
| 10Y | +20.2% | +1,182.4% | -1,162.3% | -38.3% |
| All | +652.8% | +7,815.7% | -7,162.9% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling