+38.6%
MA vs LUV
+38.7%
-0.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | +0.8% | -13.4% | +14.2% | +3.2% |
| 3M | +14.8% | -9.6% | +24.4% | +16.3% |
| 6M | +10.0% | -8.9% | +18.9% | +10.9% |
| YTD | -0.1% | -5.2% | +5.1% | -0.4% |
| 1Y | -2.2% | +27.0% | -29.3% | -7.6% |
| All | +38.6% | +38.7% | -0.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling