+193,725.9%
CSCO vs LUV
+5,705.2%
+188,020.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | -15.8% | +14.2% | -30.1% | -19.2% |
| 3M | -15.4% | +0.6% | -16.0% | -15.8% |
| 6M | -5.4% | +15.1% | -20.5% | -10.2% |
| YTD | +26.5% | +10.2% | +16.3% | +19.4% |
| 1Y | +25.9% | +38.4% | -12.6% | +10.7% |
| 3Y | +97.5% | +107.5% | -9.9% | +46.4% |
| 5Y | +93.0% | +1.1% | +91.9% | +73.7% |
| 10Y | +308.6% | +16.0% | +292.6% | +226.1% |
| All | +193,725.9% | +5,705.2% | +188,020.7% | +33,611.5% |
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