+12.2%
LUV vs M
-7.1%
+19.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.1% |
| 7D | +1.1% | +7.0% | -5.9% | -0.8% |
| 30D | +14.2% | +8.9% | +5.3% | +11.6% |
| 3M | +0.6% | +4.5% | -3.9% | -0.8% |
| 6M | +15.1% | +36.2% | -21.1% | +5.3% |
| YTD | +10.2% | +15.1% | -4.9% | +5.2% |
| 1Y | +38.4% | +27.4% | +11.0% | +28.4% |
| 3Y | +107.5% | +160.1% | -52.7% | +49.5% |
| 5Y | +1.1% | -1.6% | +2.7% | -11.1% |
| All | +12.2% | -7.1% | +19.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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