+48.7%
LVS vs LUV
+187.9%
-139.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | +0.7% | -3.4% | -3.1% |
| 30D | -4.7% | -13.4% | +8.8% | +2.9% |
| 3M | -15.6% | -9.6% | -6.0% | -12.2% |
| 6M | -18.6% | -8.9% | -9.7% | -16.9% |
| YTD | -32.3% | -5.2% | -27.1% | -35.2% |
| 1Y | -18.0% | +27.0% | -45.1% | -34.8% |
| 3Y | -5.8% | +39.6% | -45.5% | -35.8% |
| 5Y | +5.7% | -14.4% | +20.2% | -5.0% |
| 10Y | 0.0% | +17.3% | -17.2% | -36.5% |
| All | +48.7% | +187.9% | -139.1% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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