-2.9%
ADSK vs LUV
+40.8%
-43.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.5% | -1.0% | -1.6% | -2.4% |
| 30D | -14.9% | -12.4% | -2.5% | -13.3% |
| 3M | +3.3% | -11.0% | +14.3% | +4.7% |
| 6M | -15.7% | -5.0% | -10.7% | -15.9% |
| YTD | -28.2% | -3.8% | -24.5% | -29.2% |
| 1Y | -34.5% | +25.9% | -60.5% | -39.5% |
| 3Y | -2.9% | +42.2% | -45.1% | -19.6% |
| All | -2.9% | +40.8% | -43.7% | -19.6% |
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