+27.5%
LUV vs MULL
+2,337.2%
-2,309.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -1.0% | -8.4% | +7.5% | -0.3% |
| 30D | -12.4% | +9.7% | -22.0% | -13.4% |
| 3M | -11.0% | -26.8% | +15.8% | -12.1% |
| 6M | -5.0% | +220.7% | -225.7% | -23.0% |
| YTD | -3.8% | +509.0% | -512.8% | -29.3% |
| 1Y | +25.9% | +1,739.5% | -1,713.6% | -22.2% |
| All | +27.5% | +2,337.2% | -2,309.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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