+1,514.2%
RF vs LUV
+4,484.9%
-2,970.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.9% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -3.6% | -18.4% | +14.8% | +3.6% |
| 3M | +8.1% | -3.2% | +11.3% | +8.7% |
| 6M | +11.5% | -14.8% | +26.3% | +16.3% |
| YTD | +15.6% | -2.9% | +18.4% | +13.9% |
| 1Y | +15.7% | +29.6% | -13.9% | +2.2% |
| 3Y | +86.9% | +35.2% | +51.7% | +56.6% |
| 5Y | +89.8% | -11.7% | +101.5% | +82.9% |
| 10Y | +344.7% | +21.6% | +323.1% | +280.6% |
| All | +1,514.2% | +4,484.9% | -2,970.7% | +547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling