+123.0%
IBM vs LUV
-11.9%
+135.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.7% |
| 7D | +3.6% | -1.0% | +4.5% | +3.8% |
| 30D | +3.1% | -12.4% | +15.5% | +5.6% |
| 3M | -10.8% | -11.0% | +0.1% | -9.1% |
| 6M | -0.8% | -5.0% | +4.2% | -0.5% |
| YTD | -16.2% | -3.8% | -12.4% | -16.4% |
| 1Y | -2.9% | +25.9% | -28.8% | -7.9% |
| 3Y | +79.8% | +42.2% | +37.6% | +62.7% |
| All | +123.0% | -11.9% | +135.0% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling