-12.3%
LUV vs MKC
-33.0%
+20.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -12.4% | -3.1% | -9.2% | -11.9% |
| 3M | -11.0% | +5.2% | -16.2% | -12.1% |
| 6M | -5.0% | -12.8% | +7.8% | -2.5% |
| YTD | -3.8% | -23.3% | +19.5% | +1.2% |
| 1Y | +25.9% | -24.1% | +50.0% | +32.6% |
| 3Y | +42.2% | -32.1% | +74.3% | +51.8% |
| All | -12.3% | -33.0% | +20.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling