-26.4%
AKAM vs LUV
+309.7%
-336.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | -13.0% | -12.4% | -0.7% | -8.7% |
| 3M | -19.4% | -11.0% | -8.4% | -16.4% |
| 6M | +0.3% | -5.0% | +5.3% | +0.4% |
| YTD | +22.4% | -3.8% | +26.2% | +19.6% |
| 1Y | +34.8% | +25.9% | +8.9% | +17.8% |
| 3Y | +1.9% | +42.2% | -40.3% | -19.8% |
| 5Y | -4.6% | -10.8% | +6.2% | -13.4% |
| 10Y | +103.4% | +19.0% | +84.4% | +36.1% |
| All | -26.4% | +309.7% | -336.2% | -79.7% |
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