+91.3%
RF vs LUV
+39.7%
+51.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | +2.7% | +3.1% | -0.4% | +1.7% |
| 30D | -3.4% | -17.4% | +14.1% | +2.5% |
| 3M | +6.4% | -4.9% | +11.2% | +7.4% |
| 6M | +13.4% | -5.7% | +19.1% | +14.1% |
| YTD | +14.2% | -5.2% | +19.4% | +13.7% |
| 1Y | +15.7% | +24.1% | -8.4% | +4.2% |
| 3Y | +91.3% | +39.6% | +51.7% | +41.4% |
| All | +91.3% | +39.7% | +51.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling