+1,362.0%
AMAT vs LUV
+16.6%
+1,345.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.4% |
| 7D | +19.3% | +1.8% | +17.5% | +18.6% |
| 30D | -17.9% | +11.3% | -29.2% | -21.8% |
| 3M | -30.4% | +1.0% | -31.5% | -31.0% |
| 6M | -11.4% | +15.6% | -27.1% | -17.3% |
| YTD | +48.8% | +10.9% | +37.9% | +38.9% |
| 1Y | +66.0% | +38.1% | +27.9% | +40.6% |
| 3Y | +158.8% | +108.2% | +50.6% | +69.1% |
| 5Y | +153.2% | +1.7% | +151.4% | +128.2% |
| All | +1,362.0% | +16.6% | +1,345.4% | +1,155.9% |
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