+179.7%
LUV vs QID
-100.0%
+279.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.2% |
| 7D | +0.7% | -1.9% | +2.6% | -0.1% |
| 30D | -13.4% | +1.7% | -15.2% | -12.8% |
| 3M | -9.6% | -3.9% | -5.7% | -9.7% |
| 6M | -8.9% | -30.0% | +21.1% | -18.3% |
| YTD | -5.2% | -28.2% | +23.1% | -13.8% |
| 1Y | +27.0% | -35.6% | +62.7% | +11.5% |
| 3Y | +39.6% | -74.3% | +113.9% | -6.0% |
| 5Y | -14.4% | -80.8% | +66.4% | -40.9% |
| 10Y | +17.3% | -99.2% | +116.4% | -71.8% |
| All | +179.7% | -100.0% | +279.7% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling