+499.0%
MA vs LUV
+18.6%
+480.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +0.7% | -14.6% | +15.3% | +5.5% |
| 3M | +15.8% | -5.7% | +21.5% | +17.1% |
| 6M | +10.2% | -8.4% | +18.6% | +11.5% |
| YTD | -0.5% | -5.1% | +4.7% | -1.4% |
| 1Y | -1.8% | +26.6% | -28.4% | -11.9% |
| 3Y | +38.7% | +39.7% | -0.9% | +14.0% |
| 5Y | +67.6% | -12.0% | +79.7% | +60.0% |
| All | +499.0% | +18.6% | +480.4% | +435.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling