+66.8%
PPL vs LUV
+23.0%
+43.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +6.6% | -6.6% | -1.3% |
| 30D | +4.3% | +11.2% | -6.9% | +2.0% |
| 3M | +2.9% | +3.6% | -0.7% | +1.9% |
| 6M | +1.1% | +13.1% | -12.0% | -2.0% |
| YTD | +4.5% | +13.6% | -9.1% | -0.2% |
| 1Y | +0.1% | +44.4% | -44.3% | -9.3% |
| 3Y | +55.7% | +113.2% | -57.5% | +22.8% |
| 5Y | +47.6% | +1.5% | +46.1% | +38.5% |
| 10Y | +66.8% | +20.2% | +46.7% | +38.4% |
| All | +66.8% | +23.0% | +43.9% | +38.4% |
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