+19.0%
MARA vs LUV
+40.8%
-21.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | +5.9% | -1.0% | +6.9% | +6.4% |
| 30D | +24.3% | -12.4% | +36.6% | +33.2% |
| 3M | -12.0% | -11.0% | -1.0% | -6.2% |
| 6M | +40.1% | -5.0% | +45.1% | +42.3% |
| YTD | +33.4% | -3.8% | +37.2% | +29.2% |
| 1Y | -23.7% | +25.9% | -49.7% | -39.2% |
| 3Y | +19.0% | +42.2% | -23.3% | -19.4% |
| All | +19.0% | +40.8% | -21.8% | -19.4% |
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