+108.7%
USB vs LUV
+21.6%
+87.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -1.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -1.3% | -18.4% | +17.1% | +7.2% |
| 3M | +15.2% | -3.2% | +18.5% | +15.9% |
| 6M | +18.8% | -14.8% | +33.7% | +24.7% |
| YTD | +21.0% | -2.9% | +23.9% | +18.7% |
| 1Y | +34.0% | +29.6% | +4.4% | +14.9% |
| 3Y | +95.3% | +35.2% | +60.1% | +55.2% |
| 5Y | +40.4% | -11.7% | +52.0% | +31.9% |
| All | +108.7% | +21.6% | +87.2% | +72.0% |
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 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