+433.8%
MAR vs LUV
+20.2%
+413.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -0.5% | -1.0% | +0.4% | -0.1% |
| 30D | -5.4% | -12.4% | +6.9% | +0.5% |
| 3M | -15.5% | -11.0% | -4.5% | -11.7% |
| 6M | +3.0% | -5.0% | +7.9% | +3.4% |
| YTD | +8.5% | -3.8% | +12.3% | +6.7% |
| 1Y | +26.0% | +25.9% | 0.0% | +7.5% |
| 3Y | +68.6% | +42.2% | +26.4% | +24.8% |
| 5Y | +157.4% | -10.8% | +168.1% | +142.3% |
| All | +433.8% | +20.2% | +413.6% | +340.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling