+42.2%
LUV vs ROKU
+83.2%
-40.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -1.0% | -0.4% | -0.5% | -0.9% |
| 30D | -12.4% | +2.1% | -14.4% | -12.8% |
| 3M | -11.0% | +29.5% | -40.5% | -17.0% |
| 6M | -5.0% | +53.8% | -58.8% | -15.0% |
| YTD | -3.8% | +42.8% | -46.6% | -12.8% |
| 1Y | +25.9% | +60.7% | -34.8% | +10.4% |
| 3Y | +42.2% | +83.9% | -41.7% | +14.2% |
| All | +42.2% | +83.2% | -40.9% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling