+142.7%
AMAT vs LUV
+98.4%
+44.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | +4.8% | -19.5% | -16.1% |
| 30D | -36.1% | +6.5% | -42.6% | -37.5% |
| 3M | -36.9% | -4.9% | -32.0% | -35.9% |
| 6M | -22.2% | +8.1% | -30.3% | -24.4% |
| YTD | +29.9% | +9.0% | +20.9% | +24.3% |
| 1Y | +43.3% | +43.6% | -0.3% | +25.6% |
| 3Y | +142.7% | +101.4% | +41.3% | +82.1% |
| All | +142.7% | +98.4% | +44.3% | +82.1% |
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