-21.8%
DXCM vs LUV
+38.7%
-60.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.5% | +0.7% | -7.1% | -6.6% |
| 30D | -4.3% | -13.4% | +9.1% | -1.6% |
| 3M | +7.3% | -9.6% | +16.9% | +8.8% |
| 6M | +22.0% | -8.9% | +30.9% | +23.0% |
| YTD | +26.4% | -5.2% | +31.5% | +25.6% |
| 1Y | +7.0% | +27.0% | -20.1% | -0.6% |
| All | -21.8% | +38.7% | -60.6% | -33.5% |
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 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