+40.1%
PYPL vs LUV
+20.2%
+19.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.3% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | -9.0% | -12.4% | +3.3% | -5.4% |
| 3M | +30.6% | -11.0% | +41.6% | +34.8% |
| 6M | +18.6% | -5.0% | +23.5% | +19.0% |
| YTD | -7.2% | -3.8% | -3.4% | -9.0% |
| 1Y | -19.3% | +25.9% | -45.2% | -28.0% |
| 3Y | -12.3% | +42.2% | -54.5% | -27.8% |
| 5Y | -80.9% | -10.8% | -70.1% | -82.0% |
| All | +40.1% | +20.2% | +19.9% | +28.9% |
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