+1,411.0%
ASML vs LUV
+23.3%
+1,387.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +4.8% | -13.8% | -10.6% |
| 30D | -21.0% | +6.5% | -27.5% | -22.9% |
| 3M | -16.3% | -4.9% | -11.4% | -15.2% |
| 6M | -7.5% | +8.1% | -15.6% | -10.8% |
| YTD | +34.0% | +9.0% | +25.0% | +27.6% |
| 1Y | +39.3% | +43.6% | -4.3% | +20.3% |
| 3Y | +128.9% | +101.4% | +27.5% | +66.5% |
| 5Y | +76.1% | -7.3% | +83.4% | +65.4% |
| All | +1,411.0% | +23.3% | +1,387.7% | +1,345.3% |
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