+504.9%
ABBV vs LUV
+20.2%
+484.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +0.3% | -1.0% | +1.2% | +0.4% |
| 30D | +3.4% | -12.4% | +15.7% | +5.0% |
| 3M | +15.2% | -11.0% | +26.2% | +16.6% |
| 6M | +14.7% | -5.0% | +19.7% | +14.7% |
| YTD | +15.2% | -3.8% | +19.0% | +14.5% |
| 1Y | +20.4% | +25.9% | -5.5% | +15.0% |
| 3Y | +91.3% | +42.2% | +49.1% | +76.0% |
| 5Y | +189.6% | -10.8% | +200.3% | +180.4% |
| All | +504.9% | +20.2% | +484.6% | +440.9% |
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