+2,926.4%
V vs LUV
+285.9%
+2,640.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.7% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +2.0% | -18.4% | +20.4% | +8.3% |
| 3M | +17.4% | -3.2% | +20.6% | +17.7% |
| 6M | +17.5% | -14.8% | +32.3% | +21.4% |
| YTD | +7.6% | -2.9% | +10.4% | +5.7% |
| 1Y | +7.7% | +29.6% | -21.9% | -4.0% |
| 3Y | +54.7% | +35.2% | +19.5% | +29.2% |
| 5Y | +73.0% | -11.7% | +84.7% | +63.3% |
| 10Y | +390.9% | +21.6% | +369.3% | +280.4% |
| All | +2,926.4% | +285.9% | +2,640.5% | +1,288.1% |
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 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