+84.9%
USB vs LUV
+23.0%
+61.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | +6.6% | -5.2% | -1.4% |
| 30D | +6.4% | +11.2% | -4.8% | +1.5% |
| 3M | -4.5% | +3.6% | -8.1% | -6.3% |
| 6M | +11.4% | +13.1% | -1.8% | +4.4% |
| YTD | +17.1% | +13.6% | +3.5% | +7.2% |
| 1Y | +32.6% | +44.4% | -11.8% | +8.7% |
| 3Y | +101.8% | +113.2% | -11.4% | +28.8% |
| 5Y | +25.1% | +1.5% | +23.6% | +11.1% |
| 10Y | +84.9% | +20.2% | +64.7% | +42.8% |
| All | +84.9% | +23.0% | +61.9% | +42.8% |
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