+2,769.4%
LUV vs IDXX
+53,734.7%
-50,965.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -1.0% | -5.7% | +4.8% | +0.2% |
| 30D | -12.4% | -11.5% | -0.8% | -10.2% |
| 3M | -11.0% | -9.5% | -1.4% | -9.3% |
| 6M | -5.0% | -16.0% | +11.0% | -1.7% |
| YTD | -3.8% | -25.4% | +21.6% | +1.8% |
| 1Y | +25.9% | -21.8% | +47.7% | +31.6% |
| 3Y | +42.2% | +7.0% | +35.2% | +37.6% |
| 5Y | -10.8% | -26.0% | +15.2% | -9.0% |
| 10Y | +19.0% | +358.9% | -340.0% | -14.7% |
| All | +2,769.4% | +53,734.7% | -50,965.3% | +916.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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