+89.2%
USB vs LUV
+28.5%
+60.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.6% | +0.8% |
| 7D | +0.8% | +5.3% | -4.6% | -1.5% |
| 30D | +6.8% | +11.1% | -4.4% | +1.9% |
| 3M | -3.8% | -1.1% | -2.6% | -3.8% |
| 6M | +11.7% | +13.1% | -1.4% | +4.7% |
| YTD | +17.5% | +13.5% | +4.0% | +7.5% |
| 1Y | +33.8% | +45.2% | -11.5% | +9.4% |
| 3Y | +104.2% | +111.4% | -7.2% | +30.8% |
| 5Y | +26.4% | -0.9% | +27.4% | +13.6% |
| 10Y | +89.2% | +23.7% | +65.5% | +43.8% |
| All | +89.2% | +28.5% | +60.7% | +43.8% |
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