+938.8%
LUV vs MDY
+2,615.3%
-1,676.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.0% |
| 7D | +0.7% | -0.8% | +1.4% | +1.4% |
| 30D | -13.4% | -3.9% | -9.6% | -10.3% |
| 3M | -9.6% | 0.0% | -9.5% | -9.2% |
| 6M | -8.9% | +8.5% | -17.4% | -14.5% |
| YTD | -5.2% | +13.2% | -18.4% | -14.0% |
| 1Y | +27.0% | +15.0% | +12.0% | +13.7% |
| 3Y | +39.6% | +49.6% | -9.9% | +0.3% |
| 5Y | -14.4% | +46.0% | -60.4% | -36.7% |
| 10Y | +17.3% | +176.4% | -159.1% | -48.2% |
| All | +938.8% | +2,615.3% | -1,676.4% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling