+4,330.0%
LUV vs OMC
+5,687.0%
-1,357.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.5% |
| 7D | +0.7% | -4.2% | +4.9% | +2.5% |
| 30D | -13.4% | -7.5% | -5.9% | -10.7% |
| 3M | -9.6% | +4.6% | -14.2% | -12.1% |
| 6M | -8.9% | -4.8% | -4.1% | -7.7% |
| YTD | -5.2% | -1.0% | -4.1% | -7.4% |
| 1Y | +27.0% | +3.8% | +23.2% | +20.9% |
| 3Y | +39.6% | +10.2% | +29.4% | +28.6% |
| 5Y | -14.4% | +29.7% | -44.1% | -27.7% |
| 10Y | +17.3% | +32.3% | -15.0% | -3.6% |
| All | +4,330.0% | +5,687.0% | -1,357.0% | +987.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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