+22.5%
MA vs LUV
+57.3%
-34.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.8% | -2.9% | +2.8% |
| 7D | +10.2% | +6.8% | +3.4% | +9.0% |
| 30D | +19.3% | +10.9% | +8.4% | +17.3% |
| 3M | +18.0% | -4.2% | +22.2% | +18.4% |
| 6M | +33.7% | +22.1% | +11.6% | +28.2% |
| YTD | +18.6% | +13.8% | +4.8% | +14.2% |
| 1Y | +22.5% | +59.2% | -36.8% | +9.8% |
| All | +22.5% | +57.3% | -34.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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