+43.1%
LUV vs ROKU
+50.4%
-7.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.8% |
| 7D | +1.7% | +2.6% | -0.8% | +1.1% |
| 30D | +4.7% | +5.5% | -0.8% | +3.2% |
| 3M | -8.5% | +9.1% | -17.6% | -10.7% |
| 6M | +12.9% | +28.9% | -16.0% | +5.0% |
| YTD | +9.0% | +47.8% | -38.9% | -0.4% |
| 1Y | +43.1% | +51.8% | -8.7% | +27.9% |
| All | +43.1% | +50.4% | -7.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling