+228.4%
UNH vs LUV
+20.2%
+208.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.6% |
| 7D | -4.5% | -1.0% | -3.6% | -4.4% |
| 30D | -6.5% | -12.4% | +5.8% | -4.4% |
| 3M | -6.0% | -11.0% | +5.0% | -4.3% |
| 6M | +33.7% | -5.0% | +38.6% | +33.8% |
| YTD | +16.4% | -3.8% | +20.2% | +15.4% |
| 1Y | +10.1% | +25.9% | -15.8% | +3.4% |
| 3Y | -16.3% | +42.2% | -58.5% | -25.3% |
| 5Y | +2.1% | -10.8% | +12.9% | -1.5% |
| All | +228.4% | +20.2% | +208.1% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling