+210.9%
PM vs LUV
+20.2%
+190.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +4.7% | -1.0% | +5.6% | +4.8% |
| 30D | +2.6% | -12.4% | +15.0% | +4.6% |
| 3M | +6.6% | -11.0% | +17.6% | +8.2% |
| 6M | +16.5% | -5.0% | +21.5% | +16.3% |
| YTD | +21.2% | -3.8% | +25.0% | +20.0% |
| 1Y | +17.9% | +25.9% | -8.0% | +11.0% |
| 3Y | +129.8% | +42.2% | +87.6% | +104.7% |
| 5Y | +133.0% | -10.8% | +143.8% | +124.2% |
| All | +210.9% | +20.2% | +190.7% | +177.9% |
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