+273.4%
UAL vs LUV
+236.5%
+36.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.2% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +13.3% | +14.0% | -0.7% | -2.1% |
| 3M | -6.3% | +2.6% | -8.9% | -8.9% |
| 6M | +22.5% | +17.3% | +5.2% | +2.6% |
| YTD | +5.9% | +14.0% | -8.1% | -13.3% |
| 1Y | +24.7% | +47.9% | -23.2% | -24.5% |
| 3Y | +211.6% | +114.0% | +97.6% | +8.4% |
| 5Y | +130.6% | +3.2% | +127.4% | +90.0% |
| 10Y | +96.5% | +20.0% | +76.4% | +34.8% |
| All | +273.4% | +236.5% | +36.8% | -24.3% |
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