-61.8%
W vs LUV
-14.7%
-47.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +5.9% | +0.7% | +5.3% | +5.4% |
| 30D | -3.0% | -13.4% | +10.4% | +7.9% |
| 3M | +40.3% | -9.6% | +49.9% | +52.5% |
| 6M | +32.2% | -8.9% | +41.1% | +42.9% |
| YTD | -0.3% | -5.2% | +4.9% | +1.9% |
| 1Y | +16.2% | +27.0% | -10.9% | -7.3% |
| 3Y | +40.7% | +39.6% | +1.1% | -5.1% |
| All | -61.8% | -14.7% | -47.1% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling