+440.3%
AXP vs LUV
+28.5%
+411.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | -0.9% |
| 7D | -1.1% | +5.3% | -6.4% | -3.6% |
| 30D | +5.2% | +11.1% | -5.9% | -0.2% |
| 3M | -4.6% | -1.1% | -3.4% | -4.7% |
| 6M | +3.2% | +13.1% | -9.9% | -4.0% |
| YTD | -11.3% | +13.5% | -24.9% | -19.8% |
| 1Y | -11.0% | +45.2% | -56.2% | -29.0% |
| 3Y | +120.2% | +111.4% | +8.8% | +32.7% |
| 5Y | +91.7% | -0.9% | +92.7% | +71.9% |
| 10Y | +440.3% | +23.7% | +416.6% | +301.4% |
| All | +440.3% | +28.5% | +411.9% | +301.4% |
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