-12.3%
LUV vs MOH
-19.7%
+7.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | -12.4% | -0.9% | -11.5% | -12.3% |
| 3M | -11.0% | +5.7% | -16.7% | -11.6% |
| 6M | -5.0% | +39.1% | -44.1% | -8.6% |
| YTD | -3.8% | +17.7% | -21.5% | -6.6% |
| 1Y | +25.9% | +8.4% | +17.5% | +23.3% |
| 3Y | +42.2% | -36.6% | +78.8% | +43.6% |
| All | -12.3% | -19.7% | +7.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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