+17.5%
LUV vs MDY
+177.2%
-159.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.6% |
| 7D | -1.0% | -1.9% | +0.9% | +1.0% |
| 30D | -12.4% | -4.6% | -7.7% | -7.8% |
| 3M | -11.0% | -1.2% | -9.8% | -9.6% |
| 6M | -5.0% | +9.2% | -14.2% | -12.5% |
| YTD | -3.8% | +13.1% | -16.8% | -14.4% |
| 1Y | +25.9% | +13.0% | +12.9% | +12.3% |
| 3Y | +42.2% | +49.2% | -7.0% | -4.3% |
| 5Y | -10.8% | +47.2% | -58.0% | -39.0% |
| All | +17.5% | +177.2% | -159.7% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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