+374.7%
ISRG vs LUV
+18.6%
+356.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -10.2% | -14.6% | +4.4% | -6.1% |
| 3M | -12.5% | -5.7% | -6.8% | -11.2% |
| 6M | -25.8% | -8.4% | -17.4% | -24.5% |
| YTD | -36.4% | -5.1% | -31.2% | -36.6% |
| 1Y | -19.9% | +26.6% | -46.5% | -27.3% |
| 3Y | +20.9% | +39.7% | -18.8% | +2.1% |
| 5Y | +5.7% | -12.0% | +17.7% | +1.1% |
| All | +374.7% | +18.6% | +356.2% | +318.5% |
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