+403.0%
AXP vs LUV
+16.6%
+386.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.3% |
| 7D | -2.1% | +1.8% | -3.9% | -3.0% |
| 30D | +2.7% | +11.3% | -8.6% | -2.6% |
| 3M | -7.3% | +1.0% | -8.3% | -8.2% |
| 6M | +1.8% | +15.6% | -13.8% | -6.3% |
| YTD | -13.1% | +10.9% | -24.0% | -20.5% |
| 1Y | -13.7% | +38.1% | -51.8% | -29.4% |
| 3Y | +113.1% | +108.2% | +4.9% | +29.3% |
| 5Y | +85.9% | +1.7% | +84.2% | +64.0% |
| All | +403.0% | +16.6% | +386.4% | +294.8% |
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