+57.6%
PPL vs LUV
+13.2%
+44.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | +0.7% | -0.6% | -0.1% |
| 30D | -1.3% | -13.4% | +12.2% | +1.4% |
| 3M | -2.6% | -9.6% | +7.0% | -1.1% |
| 6M | -8.4% | -8.9% | +0.5% | -7.6% |
| YTD | +0.2% | -5.2% | +5.4% | -0.7% |
| 1Y | -0.2% | +27.0% | -27.3% | -7.4% |
| 3Y | +52.9% | +39.6% | +13.3% | +33.4% |
| 5Y | +36.8% | -14.4% | +51.3% | +32.4% |
| 10Y | +57.6% | +17.3% | +40.3% | +37.0% |
| All | +57.6% | +13.2% | +44.4% | +37.0% |
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