+69.4%
USAR vs LUV
+14.3%
+55.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | -10.4% | -13.4% | +3.1% | -8.9% |
| 3M | -18.4% | -9.6% | -8.8% | -17.3% |
| 6M | -8.8% | -8.9% | +0.1% | -8.6% |
| YTD | +43.4% | -5.2% | +48.5% | +44.3% |
| 1Y | +21.0% | +27.0% | -6.0% | +21.4% |
| 3Y | +67.7% | +39.6% | +28.1% | +73.1% |
| All | +69.4% | +14.3% | +55.1% | +75.0% |
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 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