+73.0%
IBM vs LUV
+38.8%
+34.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.8% | -14.6% | +12.8% | +1.0% |
| 3M | -13.5% | -5.7% | -7.8% | -12.8% |
| 6M | -5.1% | -8.4% | +3.3% | -4.2% |
| YTD | -19.4% | -5.1% | -14.3% | -19.3% |
| 1Y | -6.5% | +26.6% | -33.1% | -11.1% |
| All | +73.0% | +38.8% | +34.2% | +54.7% |
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