+220,291.8%
CSCO vs LUV
+4,895.3%
+215,396.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -0.5% | +3.1% | -3.6% | -1.4% |
| 30D | -10.1% | -17.4% | +7.3% | -5.0% |
| 3M | -11.7% | -4.9% | -6.9% | -11.1% |
| 6M | +40.1% | -5.7% | +45.8% | +40.3% |
| YTD | +43.8% | -5.2% | +49.0% | +42.2% |
| 1Y | +66.6% | +24.1% | +42.5% | +51.0% |
| 3Y | +108.5% | +39.6% | +68.9% | +74.3% |
| 5Y | +114.0% | -12.5% | +126.4% | +100.6% |
| 10Y | +366.8% | +12.9% | +353.9% | +273.9% |
| All | +220,291.8% | +4,895.3% | +215,396.5% | +40,048.5% |
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