+42.2%
LUV vs MDY
+48.5%
-6.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.4% |
| 7D | -1.0% | -1.9% | +0.9% | +1.4% |
| 30D | -12.4% | -4.6% | -7.7% | -7.0% |
| 3M | -11.0% | -1.2% | -9.8% | -9.4% |
| 6M | -5.0% | +9.2% | -14.2% | -13.5% |
| YTD | -3.8% | +13.1% | -16.8% | -15.6% |
| 1Y | +25.9% | +13.0% | +12.9% | +10.6% |
| 3Y | +42.2% | +49.2% | -7.0% | -10.9% |
| All | +42.2% | +48.5% | -6.2% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling