+22.2%
CTSH vs LUV
+20.2%
+1.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | -3.7% | -1.0% | -2.7% | -3.4% |
| 30D | +3.7% | -12.4% | +16.0% | +7.3% |
| 3M | +17.9% | -11.0% | +28.9% | +20.6% |
| 6M | -2.6% | -5.0% | +2.3% | -3.0% |
| YTD | -26.4% | -3.8% | -22.6% | -27.8% |
| 1Y | -13.0% | +25.9% | -39.0% | -21.7% |
| 3Y | -11.2% | +42.2% | -53.4% | -26.5% |
| 5Y | -14.3% | -10.8% | -3.5% | -19.2% |
| All | +22.2% | +20.2% | +1.9% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling