+70.3%
T vs LUV
+20.2%
+50.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +1.5% | -1.0% | +2.4% | +1.7% |
| 30D | +7.5% | -12.4% | +19.8% | +10.1% |
| 3M | +14.8% | -11.0% | +25.8% | +16.9% |
| 6M | -1.7% | -5.0% | +3.2% | -1.9% |
| YTD | +8.7% | -3.8% | +12.5% | +7.4% |
| 1Y | -7.5% | +25.9% | -33.4% | -14.0% |
| 3Y | +110.2% | +42.2% | +68.0% | +82.4% |
| 5Y | +71.6% | -10.8% | +82.4% | +64.8% |
| All | +70.3% | +20.2% | +50.0% | +42.9% |
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