+17.5%
LUV vs MCO
+393.6%
-376.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | -1.0% | -3.8% | +2.8% | +0.9% |
| 30D | -12.4% | -0.4% | -12.0% | -12.3% |
| 3M | -11.0% | +7.7% | -18.7% | -14.4% |
| 6M | -5.0% | +7.0% | -12.0% | -8.4% |
| YTD | -3.8% | -6.4% | +2.6% | -2.1% |
| 1Y | +25.9% | -7.6% | +33.6% | +28.5% |
| 3Y | +42.2% | +43.2% | -1.0% | +16.6% |
| 5Y | -10.8% | +29.6% | -40.3% | -25.4% |
| All | +17.5% | +393.6% | -376.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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