+27.6%
O vs LUV
+38.8%
-11.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -3.3% | -14.6% | +11.3% | -2.2% |
| 3M | -2.8% | -5.7% | +2.9% | -2.6% |
| 6M | -5.8% | -8.4% | +2.7% | -5.5% |
| YTD | +9.4% | -5.1% | +14.5% | +9.0% |
| 1Y | +5.7% | +26.6% | -20.9% | +2.5% |
| All | +27.6% | +38.8% | -11.2% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling