+593.1%
MA vs LUV
+15.9%
+577.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.5% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +9.6% | +14.2% | -4.6% | +5.1% |
| 3M | +16.8% | +0.6% | +16.2% | +16.1% |
| 6M | +35.2% | +15.1% | +20.1% | +27.9% |
| YTD | +16.6% | +10.2% | +6.4% | +10.0% |
| 1Y | +19.8% | +38.4% | -18.7% | +4.7% |
| 3Y | +70.7% | +107.5% | -36.8% | +21.3% |
| 5Y | +87.4% | +1.1% | +86.3% | +71.4% |
| All | +593.1% | +15.9% | +577.2% | +485.5% |
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