+51.2%
JNJ vs LUV
+57.3%
-6.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +3.7% |
| 7D | +1.9% | +6.8% | -4.8% | +1.8% |
| 30D | +9.2% | +10.9% | -1.7% | +9.0% |
| 3M | +8.9% | -4.2% | +13.2% | +8.5% |
| 6M | +24.6% | +22.1% | +2.4% | +23.7% |
| YTD | +35.7% | +13.8% | +21.8% | +35.1% |
| 1Y | +51.2% | +59.2% | -8.0% | +56.6% |
| All | +51.2% | +57.3% | -6.1% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling