-1.0%
ISRG vs LUV
-12.1%
+11.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | -10.2% | -13.4% | +3.2% | -6.6% |
| 3M | -17.2% | -9.6% | -7.6% | -15.0% |
| 6M | -28.4% | -8.9% | -19.5% | -27.0% |
| YTD | -37.6% | -5.2% | -32.5% | -37.9% |
| 1Y | -24.4% | +27.0% | -51.5% | -31.6% |
| 3Y | +18.4% | +39.6% | -21.2% | -1.2% |
| 5Y | -1.0% | -14.4% | +13.5% | -3.6% |
| All | -1.0% | -12.1% | +11.1% | -3.6% |
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