+2,562.9%
IBM vs LUV
+5,100.5%
-2,537.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +9.2% | +14.2% | -5.0% | +5.9% |
| 3M | +4.9% | +0.6% | +4.3% | +4.5% |
| 6M | +16.8% | +15.1% | +1.7% | +12.4% |
| YTD | -14.3% | +10.2% | -24.5% | -17.3% |
| 1Y | -16.7% | +38.4% | -55.2% | -23.7% |
| 3Y | +82.2% | +107.5% | -25.3% | +47.8% |
| 5Y | +149.9% | +1.1% | +148.9% | +132.7% |
| 10Y | +142.6% | +16.0% | +126.5% | +110.6% |
| All | +2,562.9% | +5,100.5% | -2,537.6% | +824.3% |
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 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