-0.9%
LUV vs MLM
+27.9%
-28.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.8% |
| 7D | +5.3% | -3.8% | +9.2% | +7.7% |
| 30D | +11.1% | +11.0% | +0.1% | +5.1% |
| 3M | -1.1% | -3.1% | +1.9% | +0.4% |
| 6M | +13.1% | -9.8% | +22.9% | +18.9% |
| YTD | +13.5% | -14.4% | +27.9% | +22.7% |
| 1Y | +45.2% | -12.6% | +57.8% | +55.3% |
| 3Y | +111.4% | +19.7% | +91.7% | +88.2% |
| 5Y | -0.9% | +29.8% | -30.7% | -20.5% |
| All | -0.9% | +27.9% | -28.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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