-12.3%
LUV vs MTCH
-73.3%
+61.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.1% |
| 7D | -1.0% | +1.3% | -2.2% | -1.3% |
| 30D | -12.4% | +15.9% | -28.2% | -15.8% |
| 3M | -11.0% | +23.3% | -34.3% | -16.0% |
| 6M | -5.0% | +40.1% | -45.1% | -13.2% |
| YTD | -3.8% | +33.6% | -37.4% | -11.3% |
| 1Y | +25.9% | +14.1% | +11.8% | +20.7% |
| 3Y | +42.2% | +1.4% | +40.8% | +35.7% |
| All | -12.3% | -73.3% | +61.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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