-12.3%
LUV vs SONY
+9.6%
-21.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | -12.4% | +1.5% | -13.9% | -12.9% |
| 3M | -11.0% | +13.0% | -24.0% | -15.3% |
| 6M | -5.0% | +11.2% | -16.2% | -9.5% |
| YTD | -3.8% | -6.6% | +2.9% | -2.3% |
| 1Y | +25.9% | -18.1% | +44.0% | +33.7% |
| 3Y | +42.2% | +42.1% | +0.2% | +18.9% |
| All | -12.3% | +9.6% | -21.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 5y: compounded portfolio wealth divided by compounded SONY 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…
5y analysis · Full analysis span regression · 6 months rolling