+66.3%
MA vs LUV
-12.1%
+78.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.5% | +0.7% | -4.2% | -3.7% |
| 30D | +0.8% | -13.4% | +14.2% | +4.3% |
| 3M | +14.8% | -9.6% | +24.4% | +17.0% |
| 6M | +10.0% | -8.9% | +18.9% | +11.3% |
| YTD | -0.1% | -5.2% | +5.1% | -0.8% |
| 1Y | -2.2% | +27.0% | -29.3% | -10.7% |
| 3Y | +39.3% | +39.6% | -0.4% | +17.7% |
| 5Y | +66.3% | -14.4% | +80.8% | +64.8% |
| All | +66.3% | -12.1% | +78.4% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling