+195.5%
AMGN vs LUV
+20.2%
+175.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.6% |
| 7D | -13.7% | -1.0% | -12.7% | -13.5% |
| 30D | -8.8% | -12.4% | +3.6% | -7.0% |
| 3M | +7.2% | -11.0% | +18.2% | +8.8% |
| 6M | +1.3% | -5.0% | +6.2% | +1.5% |
| YTD | +17.6% | -3.8% | +21.4% | +17.2% |
| 1Y | +37.2% | +25.9% | +11.3% | +30.9% |
| 3Y | +57.7% | +42.2% | +15.5% | +44.5% |
| 5Y | +106.3% | -10.8% | +117.0% | +99.9% |
| All | +195.5% | +20.2% | +175.3% | +177.1% |
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 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