-35.7%
U vs LUV
+7.5%
-43.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +3.7% |
| 7D | +5.5% | -1.0% | +6.5% | +6.1% |
| 30D | -1.3% | -12.4% | +11.1% | +6.1% |
| 3M | +64.6% | -11.0% | +75.6% | +73.7% |
| 6M | +119.4% | -5.0% | +124.3% | +119.1% |
| YTD | -0.5% | -3.8% | +3.3% | -2.9% |
| 1Y | +1.3% | +25.9% | -24.6% | -17.1% |
| 3Y | +15.6% | +42.2% | -26.6% | -18.3% |
| 5Y | -67.5% | -10.8% | -56.7% | -70.3% |
| All | -35.7% | +7.5% | -43.2% | -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