+262.2%
UMC vs LUV
+40.8%
+221.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.1% |
| 7D | +9.0% | -1.0% | +10.0% | +9.2% |
| 30D | +17.2% | -12.4% | +29.6% | +20.2% |
| 3M | +11.4% | -11.0% | +22.4% | +14.2% |
| 6M | +137.5% | -5.0% | +142.5% | +140.4% |
| YTD | +193.1% | -3.8% | +196.9% | +194.0% |
| 1Y | +240.3% | +25.9% | +214.4% | +224.6% |
| 3Y | +262.2% | +42.2% | +220.0% | +213.9% |
| All | +262.2% | +40.8% | +221.4% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling