+464.9%
AXP vs LUV
+13.6%
+451.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.1% |
| 7D | +0.6% | +3.1% | -2.5% | -0.9% |
| 30D | -4.3% | -17.4% | +13.1% | +4.3% |
| 3M | +4.7% | -4.9% | +9.6% | +6.3% |
| 6M | +9.0% | -5.7% | +14.7% | +9.8% |
| YTD | -11.1% | -5.2% | -6.0% | -12.1% |
| 1Y | +1.3% | +24.1% | -22.8% | -13.0% |
| 3Y | +114.5% | +39.6% | +74.9% | +61.3% |
| 5Y | +118.0% | -12.5% | +130.5% | +106.0% |
| 10Y | +464.9% | +12.9% | +452.0% | +359.6% |
| All | +464.9% | +13.6% | +451.3% | +359.6% |
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