+896.1%
LUV vs MCO
+7,284.8%
-6,388.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -0.1% | -7.3% | +7.2% | +2.8% |
| 30D | -14.6% | -1.7% | -12.9% | -14.1% |
| 3M | -5.7% | +3.9% | -9.6% | -7.4% |
| 6M | -8.4% | +3.8% | -12.2% | -9.9% |
| YTD | -5.1% | -7.9% | +2.8% | -3.2% |
| 1Y | +26.6% | -6.8% | +33.4% | +28.3% |
| 3Y | +39.7% | +40.9% | -1.3% | +21.1% |
| 5Y | -12.0% | +27.5% | -39.5% | -22.1% |
| 10Y | +17.3% | +381.4% | -364.1% | -36.9% |
| All | +896.1% | +7,284.8% | -6,388.6% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling