+1,802.9%
TER vs LUV
+18.6%
+1,784.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +9.4% | -0.1% | +9.5% | +9.4% |
| 30D | -2.4% | -14.6% | +12.2% | +4.3% |
| 3M | +6.5% | -5.7% | +12.2% | +9.4% |
| 6M | +23.2% | -8.4% | +31.6% | +28.0% |
| YTD | +91.5% | -5.1% | +96.6% | +93.7% |
| 1Y | +214.8% | +26.6% | +188.2% | +180.7% |
| 3Y | +275.3% | +39.7% | +235.7% | +206.0% |
| 5Y | +211.9% | -12.0% | +223.9% | +203.3% |
| All | +1,802.9% | +18.6% | +1,784.4% | +1,647.2% |
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