+2,673.1%
DXCM vs LUV
+258.3%
+2,414.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.3% |
| 7D | -3.6% | +1.8% | -5.4% | -4.3% |
| 30D | -4.3% | +11.3% | -15.6% | -8.0% |
| 3M | -10.4% | +1.0% | -11.4% | -11.1% |
| 6M | +33.1% | +15.6% | +17.5% | +24.6% |
| YTD | +22.6% | +10.9% | +11.7% | +14.4% |
| 1Y | +36.5% | +38.1% | -1.5% | +17.3% |
| 3Y | -13.5% | +108.2% | -121.7% | -39.9% |
| 5Y | -49.6% | +1.7% | -51.4% | -54.9% |
| 10Y | +399.5% | +16.8% | +382.7% | +254.3% |
| All | +2,673.1% | +258.3% | +2,414.8% | +766.4% |
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