+335.4%
AVGO vs LUV
+38.8%
+296.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -13.3% | -14.6% | +1.3% | -10.0% |
| 3M | -2.9% | -5.7% | +2.8% | -1.8% |
| 6M | +5.7% | -8.4% | +14.1% | +7.0% |
| YTD | +4.6% | -5.1% | +9.8% | +3.7% |
| 1Y | -1.6% | +26.6% | -28.2% | -10.6% |
| All | +335.4% | +38.8% | +296.6% | +249.2% |
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