+2,522.5%
DUK vs LUV
+4,377.3%
-1,854.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.2% | -14.6% | +12.4% | -0.5% |
| 3M | -3.7% | -5.7% | +2.0% | -3.3% |
| 6M | -6.3% | -8.4% | +2.1% | -6.0% |
| YTD | +4.5% | -5.1% | +9.6% | +4.0% |
| 1Y | +1.8% | +26.6% | -24.8% | -2.3% |
| 3Y | +46.8% | +39.7% | +7.1% | +36.4% |
| 5Y | +40.2% | -12.0% | +52.3% | +36.2% |
| 10Y | +129.8% | +17.3% | +112.5% | +108.9% |
| All | +2,522.5% | +4,377.3% | -1,854.8% | +1,296.5% |
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