+4,678.0%
AZN vs LUV
+876.1%
+3,801.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +1.1% | -12.4% | +13.4% | +2.9% |
| 3M | -12.1% | -11.0% | -1.1% | -10.9% |
| 6M | -17.1% | -5.0% | -12.2% | -17.1% |
| YTD | -12.0% | -3.8% | -8.2% | -12.5% |
| 1Y | -0.2% | +25.9% | -26.1% | -4.7% |
| 3Y | +26.8% | +42.2% | -15.5% | +16.3% |
| 5Y | +56.9% | -10.8% | +67.7% | +51.9% |
| 10Y | +226.7% | +19.0% | +207.8% | +190.4% |
| All | +4,678.0% | +876.1% | +3,801.9% | +2,681.6% |
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 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