+207.2%
UMC vs LUV
+24.6%
+182.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.1% |
| 7D | +5.0% | +0.4% | +4.5% | +4.8% |
| 30D | +7.7% | -18.4% | +26.1% | +12.6% |
| 3M | +1.7% | -3.2% | +4.9% | +3.8% |
| 6M | +113.9% | -14.8% | +128.8% | +113.9% |
| YTD | +168.9% | -2.9% | +171.7% | +175.8% |
| 1Y | +207.2% | +29.6% | +177.6% | +198.0% |
| All | +207.2% | +24.6% | +182.6% | +198.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling