+2,460.4%
MAR vs LUV
+511.5%
+1,948.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | +0.7% | -1.1% | -0.8% |
| 30D | -4.7% | -13.4% | +8.8% | +1.0% |
| 3M | -15.6% | -9.6% | -6.0% | -12.8% |
| 6M | +1.2% | -8.9% | +10.1% | +3.5% |
| YTD | +7.5% | -5.2% | +12.6% | +6.9% |
| 1Y | +26.6% | +27.0% | -0.4% | +10.7% |
| 3Y | +66.0% | +39.6% | +26.3% | +31.8% |
| 5Y | +154.1% | -14.4% | +168.5% | +145.3% |
| 10Y | +441.9% | +17.3% | +424.6% | +343.6% |
| All | +2,460.4% | +511.5% | +1,948.9% | +1,010.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling