+231.7%
RF vs LUV
+21.0%
+210.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | +4.6% | +14.0% | -9.4% | -2.3% |
| 3M | -8.4% | +2.6% | -11.0% | -10.1% |
| 6M | +8.9% | +17.3% | -8.4% | -1.2% |
| YTD | +8.8% | +14.0% | -5.2% | -2.6% |
| 1Y | +18.9% | +47.9% | -29.0% | -7.5% |
| 3Y | +116.0% | +114.0% | +2.0% | +25.3% |
| 5Y | +46.0% | +3.2% | +42.9% | +26.3% |
| 10Y | +231.7% | +20.0% | +211.7% | +138.7% |
| All | +231.7% | +21.0% | +210.8% | +138.7% |
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