+4,328.8%
LUV vs MTB
+8,245.1%
-3,916.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | +3.1% | +2.8% | +0.3% | +1.8% |
| 30D | -17.4% | -4.2% | -13.2% | -15.7% |
| 3M | -4.9% | +7.8% | -12.7% | -8.0% |
| 6M | -5.7% | +14.8% | -20.5% | -11.3% |
| YTD | -5.2% | +20.8% | -26.0% | -12.7% |
| 1Y | +24.1% | +23.1% | +1.0% | +13.3% |
| 3Y | +39.6% | +114.8% | -75.2% | -1.7% |
| 5Y | -12.5% | +103.3% | -115.7% | -38.5% |
| 10Y | +12.9% | +173.0% | -160.0% | -32.2% |
| All | +4,328.8% | +8,245.1% | -3,916.3% | +545.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling