+83.6%
USB vs LUV
+21.0%
+62.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | +5.7% | +14.0% | -8.3% | -0.2% |
| 3M | -4.7% | +2.6% | -7.3% | -6.1% |
| 6M | +13.4% | +17.3% | -3.9% | +4.6% |
| YTD | +17.0% | +14.0% | +3.0% | +6.9% |
| 1Y | +32.4% | +47.9% | -15.5% | +7.4% |
| 3Y | +101.7% | +114.0% | -12.3% | +28.5% |
| 5Y | +24.4% | +3.2% | +21.3% | +9.6% |
| 10Y | +83.6% | +20.0% | +63.6% | +41.1% |
| All | +83.6% | +21.0% | +62.6% | +41.1% |
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