+2,770.9%
AVGO vs LUV
+20.2%
+2,750.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | -13.0% | -12.4% | -0.6% | -9.4% |
| 3M | -6.0% | -11.0% | +5.0% | -2.9% |
| 6M | +6.4% | -5.0% | +11.3% | +6.8% |
| YTD | +5.0% | -3.8% | +8.8% | +3.5% |
| 1Y | +1.4% | +25.9% | -24.5% | -9.2% |
| 3Y | +336.8% | +42.2% | +294.6% | +258.2% |
| 5Y | +698.2% | -10.8% | +709.0% | +649.9% |
| All | +2,770.9% | +20.2% | +2,750.7% | +2,539.7% |
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