+239.3%
EQIX vs LUV
+182.0%
+57.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +0.7% | +1.7% | +2.2% |
| 30D | +0.4% | -13.4% | +13.9% | +3.9% |
| 3M | -1.1% | -9.6% | +8.5% | +0.9% |
| 6M | +11.5% | -8.9% | +20.4% | +12.7% |
| YTD | +38.2% | -5.2% | +43.4% | +37.1% |
| 1Y | +36.7% | +27.0% | +9.6% | +25.3% |
| 3Y | +44.1% | +39.6% | +4.4% | +24.2% |
| 5Y | +34.8% | -14.4% | +49.3% | +29.0% |
| 10Y | +248.8% | +17.3% | +231.5% | +173.9% |
| All | +239.3% | +182.0% | +57.2% | +97.5% |
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