+29.6%
LUV vs USHY
+4.6%
+25.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.5% |
| 7D | +0.4% | -0.1% | +0.5% | +1.2% |
| 30D | -18.4% | +0.1% | -18.5% | -18.8% |
| 3M | -3.2% | +0.8% | -4.0% | -7.4% |
| 6M | -14.8% | +1.7% | -16.6% | -21.5% |
| YTD | -2.9% | +2.5% | -5.3% | -13.0% |
| 1Y | +29.6% | +4.4% | +25.2% | +7.6% |
| All | +29.6% | +4.6% | +25.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling