+240.1%
PLD vs LUV
+18.6%
+221.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -3.6% | -14.6% | +11.0% | +0.3% |
| 3M | -7.1% | -5.7% | -1.4% | -6.3% |
| 6M | +0.2% | -8.4% | +8.7% | +1.4% |
| YTD | +6.9% | -5.1% | +12.0% | +6.4% |
| 1Y | +25.0% | +26.6% | -1.5% | +14.5% |
| 3Y | +20.8% | +39.7% | -18.9% | +4.0% |
| 5Y | +16.2% | -12.0% | +28.2% | +10.7% |
| All | +240.1% | +18.6% | +221.5% | +188.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling