+1,959.0%
ADM vs LUV
+4,440.9%
-2,481.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +9.5% | -12.4% | +21.8% | +12.1% |
| 3M | +10.6% | -11.0% | +21.6% | +12.6% |
| 6M | +24.0% | -5.0% | +29.0% | +23.6% |
| YTD | +54.0% | -3.8% | +57.7% | +51.8% |
| 1Y | +45.3% | +25.9% | +19.4% | +35.3% |
| 3Y | +21.8% | +42.2% | -20.5% | +7.5% |
| 5Y | +66.8% | -10.8% | +77.6% | +58.6% |
| 10Y | +177.1% | +19.0% | +158.2% | +140.5% |
| All | +1,959.0% | +4,440.9% | -2,481.9% | +683.4% |
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