+2,006.0%
LUV vs M
+396.5%
+1,609.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.6% |
| 7D | +0.4% | +4.7% | -4.3% | -0.9% |
| 30D | -18.4% | -9.6% | -8.8% | -16.0% |
| 3M | -3.2% | +0.9% | -4.1% | -3.6% |
| 6M | -14.8% | +22.3% | -37.1% | -19.9% |
| YTD | -2.9% | +6.5% | -9.4% | -5.3% |
| 1Y | +29.6% | +38.8% | -9.2% | +16.9% |
| 3Y | +35.2% | +115.9% | -80.7% | +0.7% |
| 5Y | -11.7% | +28.6% | -40.3% | -29.2% |
| 10Y | +21.6% | -2.5% | +24.1% | -13.6% |
| All | +2,006.0% | +396.5% | +1,609.4% | +716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling