+2,069.3%
CMCSA vs LUV
+4,376.1%
-2,306.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | +0.7% | -8.9% | -8.5% |
| 30D | -2.4% | -13.4% | +11.0% | +1.3% |
| 3M | +4.5% | -9.6% | +14.1% | +6.9% |
| 6M | -18.8% | -8.9% | -9.9% | -17.8% |
| YTD | -8.9% | -5.2% | -3.8% | -9.7% |
| 1Y | -18.3% | +27.0% | -45.3% | -25.4% |
| 3Y | -35.0% | +39.6% | -74.6% | -44.1% |
| 5Y | -48.2% | -14.4% | -33.7% | -50.2% |
| 10Y | +4.6% | +17.3% | -12.7% | -12.9% |
| All | +2,069.3% | +4,376.1% | -2,306.8% | +408.3% |
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