-15.3%
DXCM vs LUV
+111.1%
-126.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | -0.2% | +14.2% | -14.4% | -2.9% |
| 3M | -8.9% | +0.6% | -9.5% | -9.2% |
| 6M | +42.3% | +15.1% | +27.2% | +36.7% |
| YTD | +25.6% | +10.2% | +15.4% | +20.6% |
| 1Y | +39.5% | +38.4% | +1.1% | +27.0% |
| 3Y | -15.3% | +107.5% | -122.8% | -32.3% |
| All | -15.3% | +111.1% | -126.3% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling