+3,847.4%
ANET vs LUV
+20.2%
+3,827.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +5.3% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | -5.2% | -12.4% | +7.2% | -2.0% |
| 3M | +27.6% | -11.0% | +38.6% | +31.1% |
| 6M | +44.4% | -5.0% | +49.4% | +45.0% |
| YTD | +52.3% | -3.8% | +56.1% | +50.9% |
| 1Y | +30.4% | +25.9% | +4.5% | +19.4% |
| 3Y | +313.3% | +42.2% | +271.0% | +250.4% |
| 5Y | +810.0% | -10.8% | +820.8% | +770.0% |
| All | +3,847.4% | +20.2% | +3,827.1% | +3,404.8% |
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