Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DAL vs LUV✓SelectedUSD · LUVDAL vs LUV performance historyLatest closeAs of-0.27%09/09
Stock and ETF performance explorer

DAL vs LUV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+135.0%
LUV return
+13.2%
Excess return
+121.8%
Maximum drawdown
-69.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioLUVExcessAlpha
1D-0.3%0.0%-0.3%-0.3%
7D+0.8%+0.7%+0.1%+0.2%
30D-11.7%-13.4%+1.7%-0.4%
3M-2.7%-9.6%+6.8%+5.3%
6M+30.7%-8.9%+39.6%+39.4%
YTD+14.4%-5.2%+19.5%+14.9%
1Y+31.2%+27.0%+4.2%+1.8%
3Y+99.4%+39.6%+59.8%+30.1%
5Y+98.6%-14.4%+113.0%+104.7%
10Y+135.0%+17.3%+117.7%+101.1%
All+135.0%+13.2%+121.8%+101.1%

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 2016-09-09 to 2026-09-09: 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling