+2,413.6%
IBM vs LUV
+4,484.9%
-2,071.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.3% | -18.4% | +18.7% | +4.8% |
| 3M | -21.6% | -3.2% | -18.4% | -21.4% |
| 6M | -4.7% | -14.8% | +10.1% | -2.2% |
| YTD | -19.1% | -2.9% | -16.2% | -19.6% |
| 1Y | -2.5% | +29.6% | -32.1% | -9.5% |
| 3Y | +74.2% | +35.2% | +39.0% | +55.5% |
| 5Y | +113.1% | -11.7% | +124.8% | +104.7% |
| 10Y | +133.5% | +21.6% | +112.0% | +101.4% |
| All | +2,413.6% | +4,484.9% | -2,071.3% | +799.1% |
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