+26.4%
LUV vs QS
-46.4%
+72.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -1.0% | -3.6% | +2.7% | -0.7% |
| 30D | -12.4% | -17.2% | +4.9% | -11.1% |
| 3M | -11.0% | -27.0% | +16.0% | -9.1% |
| 6M | -5.0% | -24.6% | +19.6% | -3.5% |
| YTD | -3.8% | -49.3% | +45.5% | +0.3% |
| 1Y | +25.9% | -40.3% | +66.3% | +28.3% |
| 3Y | +42.2% | -23.8% | +66.0% | +35.4% |
| 5Y | -10.8% | -75.0% | +64.2% | -13.1% |
| All | +26.4% | -46.4% | +72.8% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling