+40.2%
LUV vs QS
-26.0%
+66.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.1% | -5.0% | +4.9% | +0.4% |
| 30D | -14.6% | -18.3% | +3.7% | -12.9% |
| 3M | -5.7% | -26.0% | +20.3% | -3.3% |
| 6M | -8.4% | -24.0% | +15.6% | -6.7% |
| YTD | -5.1% | -50.3% | +45.2% | -0.1% |
| 1Y | +26.6% | -38.0% | +64.5% | +28.8% |
| All | +40.2% | -26.0% | +66.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling