+274.5%
UMC vs LUV
+212.3%
+62.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +1.8% |
| 7D | +9.0% | -1.0% | +10.0% | +9.3% |
| 30D | +17.2% | -12.4% | +29.6% | +23.1% |
| 3M | +11.4% | -11.0% | +22.4% | +16.3% |
| 6M | +137.5% | -5.0% | +142.5% | +141.3% |
| YTD | +193.1% | -3.8% | +196.9% | +189.5% |
| 1Y | +240.3% | +25.9% | +214.4% | +200.2% |
| 3Y | +262.2% | +42.2% | +220.0% | +184.8% |
| 5Y | +143.1% | -10.8% | +153.9% | +125.6% |
| 10Y | +1,853.0% | +19.0% | +1,834.1% | +1,273.1% |
| All | +274.5% | +212.3% | +62.2% | +10.4% |
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