+214.0%
AMAT vs LUV
+41.1%
+172.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -14.8% | -18.4% | +3.6% | -8.7% |
| 3M | -9.3% | -3.2% | -6.0% | -8.0% |
| 6M | +27.4% | -14.8% | +42.2% | +33.3% |
| YTD | +77.6% | -2.9% | +80.4% | +77.1% |
| 1Y | +188.9% | +29.6% | +159.4% | +162.6% |
| All | +214.0% | +41.1% | +172.9% | +146.9% |
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 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