+3,341.8%
V vs LUV
+337.8%
+3,004.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | +9.0% | +14.2% | -5.3% | +4.5% |
| 3M | +16.7% | +0.6% | +16.1% | +16.1% |
| 6M | +33.4% | +15.1% | +18.3% | +26.4% |
| YTD | +22.4% | +10.2% | +12.2% | +15.4% |
| 1Y | +27.7% | +38.4% | -10.8% | +11.8% |
| 3Y | +78.0% | +107.5% | -29.5% | +29.0% |
| 5Y | +108.5% | +1.1% | +107.4% | +88.6% |
| 10Y | +459.0% | +16.0% | +443.0% | +344.0% |
| All | +3,341.8% | +337.8% | +3,004.1% | +1,415.2% |
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