+131.5%
PM vs LUV
-14.7%
+146.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +1.9% | -14.6% | +16.5% | +3.2% |
| 3M | +4.6% | -5.7% | +10.3% | +4.9% |
| 6M | +11.7% | -8.4% | +20.1% | +12.1% |
| YTD | +20.4% | -5.1% | +25.5% | +19.8% |
| 1Y | +19.0% | +26.6% | -7.6% | +14.3% |
| 3Y | +130.4% | +39.7% | +90.7% | +113.0% |
| 5Y | +131.5% | -12.0% | +143.5% | +121.3% |
| All | +131.5% | -14.7% | +146.1% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling