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  • CTAS vs LUV✓SelectedUSD · LUVCTAS vs LUV performance historyLatest closeAs of+0.01%09/08
Stock and ETF performance explorer

CTAS vs LUV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+23,263.2%
LUV return
+4,374.9%
Excess return
+18,888.3%
Maximum drawdown
-65.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioLUVExcessAlpha
1D0.0%-2.4%+2.4%+0.6%
7D0.0%+3.1%-3.2%-0.8%
30D-1.0%-17.4%+16.4%+3.7%
3M+15.8%-4.9%+20.6%+16.5%
6M-1.0%-5.7%+4.7%-0.8%
YTD+7.4%-5.2%+12.6%+6.4%
1Y-0.1%+24.1%-24.3%-8.1%
3Y+66.3%+39.6%+26.7%+42.4%
5Y+111.0%-12.5%+123.4%+99.8%
10Y+662.9%+12.9%+650.0%+544.8%
All+23,263.2%+4,374.9%+18,888.3%+7,695.3%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling