+29.6%
LUV vs MTB
+23.4%
+6.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.4% | +1.7% | -1.3% | -1.2% |
| 30D | -18.4% | -4.2% | -14.2% | -15.0% |
| 3M | -3.2% | +8.9% | -12.1% | -10.5% |
| 6M | -14.8% | +10.9% | -25.7% | -22.9% |
| YTD | -2.9% | +21.5% | -24.3% | -18.2% |
| 1Y | +29.6% | +21.9% | +7.7% | +3.8% |
| All | +29.6% | +23.4% | +6.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling