+211.4%
LUV vs MUB
+76.3%
+135.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.3% |
| 30D | -17.4% | -1.5% | -15.9% | -16.4% |
| 3M | -4.9% | -1.9% | -2.9% | -3.4% |
| 6M | -5.7% | -1.7% | -4.0% | -4.3% |
| YTD | -5.2% | -0.8% | -4.4% | -4.3% |
| 1Y | +24.1% | +1.5% | +22.6% | +23.3% |
| 3Y | +39.6% | +8.8% | +30.8% | +32.1% |
| 5Y | -12.5% | +2.0% | -14.5% | -13.9% |
| 10Y | +12.9% | +18.0% | -5.0% | +5.6% |
| All | +211.4% | +76.3% | +135.1% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MUB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling