+6,610.0%
AXP vs LUV
+4,484.9%
+2,125.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -2.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -6.5% | -18.4% | +11.9% | +0.9% |
| 3M | +4.6% | -3.2% | +7.9% | +5.4% |
| 6M | +5.4% | -14.8% | +20.3% | +10.3% |
| YTD | -11.1% | -2.9% | -8.3% | -12.4% |
| 1Y | -0.3% | +29.6% | -29.9% | -12.6% |
| 3Y | +111.6% | +35.2% | +76.4% | +74.3% |
| 5Y | +117.6% | -11.7% | +129.2% | +108.3% |
| 10Y | +474.1% | +21.6% | +452.5% | +372.3% |
| All | +6,610.0% | +4,484.9% | +2,125.1% | +1,285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling