-39.0%
U vs LUV
+8.5%
-47.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.3% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +17.5% | -18.4% | +35.9% | +30.8% |
| 3M | +38.7% | -3.2% | +41.9% | +39.2% |
| 6M | +104.4% | -14.8% | +119.3% | +117.7% |
| YTD | -5.7% | -2.9% | -2.8% | -8.4% |
| 1Y | +3.7% | +29.6% | -25.9% | -16.6% |
| 3Y | +12.3% | +35.2% | -22.9% | -17.8% |
| 5Y | -68.8% | -11.7% | -57.1% | -71.6% |
| All | -39.0% | +8.5% | -47.6% | -46.2% |
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 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