+217.2%
UPS vs LUV
+319.2%
-102.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.7% | +0.7% | -4.3% | -3.9% |
| 30D | -3.7% | -13.4% | +9.7% | -0.1% |
| 3M | -6.6% | -9.6% | +3.0% | -4.3% |
| 6M | +2.6% | -8.9% | +11.5% | +4.2% |
| YTD | +4.8% | -5.2% | +9.9% | +4.6% |
| 1Y | +25.3% | +27.0% | -1.8% | +15.1% |
| 3Y | -26.9% | +39.6% | -66.5% | -36.6% |
| 5Y | -33.5% | -14.4% | -19.1% | -35.6% |
| 10Y | +36.1% | +17.3% | +18.8% | +13.0% |
| All | +217.2% | +319.2% | -102.0% | +56.7% |
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