+123.4%
PM vs LUV
+38.7%
+84.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.2% | +0.7% | -1.8% | -1.2% |
| 30D | -0.2% | -13.4% | +13.3% | +0.4% |
| 3M | +4.9% | -9.6% | +14.5% | +5.3% |
| 6M | +9.0% | -8.9% | +17.9% | +9.4% |
| YTD | +17.8% | -5.2% | +22.9% | +17.5% |
| 1Y | +16.8% | +27.0% | -10.2% | +13.9% |
| All | +123.4% | +38.7% | +84.6% | +111.9% |
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 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