+17.5%
LUV vs QID
-99.2%
+116.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +0.8% |
| 7D | -1.0% | +1.3% | -2.2% | -0.5% |
| 30D | -12.4% | +2.9% | -15.3% | -11.3% |
| 3M | -11.0% | -0.7% | -10.3% | -10.3% |
| 6M | -5.0% | -29.7% | +24.7% | -13.6% |
| YTD | -3.8% | -27.9% | +24.1% | -11.5% |
| 1Y | +25.9% | -34.6% | +60.5% | +12.8% |
| 3Y | +42.2% | -73.5% | +115.8% | +1.6% |
| 5Y | -10.8% | -81.0% | +70.2% | -35.7% |
| All | +17.5% | -99.2% | +116.6% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling