+202.2%
WELL vs LUV
+111.1%
+91.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +5.7% | +14.2% | -8.6% | +4.7% |
| 3M | +4.6% | +0.6% | +4.0% | +4.5% |
| 6M | +11.9% | +15.1% | -3.2% | +10.4% |
| YTD | +33.6% | +10.2% | +23.4% | +31.7% |
| 1Y | +29.8% | +38.4% | -8.7% | +25.3% |
| 3Y | +202.2% | +107.5% | +94.7% | +185.1% |
| All | +202.2% | +111.1% | +91.1% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling