+143.8%
IBM vs LUV
+20.2%
+123.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.6% |
| 7D | +3.6% | -1.0% | +4.5% | +3.8% |
| 30D | +3.1% | -12.4% | +15.5% | +6.6% |
| 3M | -10.8% | -11.0% | +0.1% | -8.5% |
| 6M | -0.8% | -5.0% | +4.2% | -0.4% |
| YTD | -16.2% | -3.8% | -12.4% | -16.7% |
| 1Y | -2.9% | +25.9% | -28.8% | -10.6% |
| 3Y | +79.8% | +42.2% | +37.6% | +53.8% |
| 5Y | +124.9% | -10.8% | +135.7% | +115.0% |
| All | +143.8% | +20.2% | +123.6% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling