+192.5%
JNJ vs LUV
+20.2%
+172.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -3.5% | -1.0% | -2.5% | -3.4% |
| 30D | +2.3% | -12.4% | +14.7% | +3.5% |
| 3M | +12.0% | -11.0% | +23.0% | +12.9% |
| 6M | +10.5% | -5.0% | +15.4% | +10.4% |
| YTD | +30.4% | -3.8% | +34.2% | +29.7% |
| 1Y | +52.1% | +25.9% | +26.2% | +47.0% |
| 3Y | +77.8% | +42.2% | +35.6% | +66.9% |
| 5Y | +82.9% | -10.8% | +93.7% | +79.0% |
| All | +192.5% | +20.2% | +172.3% | +170.5% |
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