+177.5%
MCD vs LUV
+18.6%
+159.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -7.0% | -14.6% | +7.6% | -4.9% |
| 3M | -9.8% | -5.7% | -4.1% | -9.3% |
| 6M | -21.8% | -8.4% | -13.3% | -21.3% |
| YTD | -15.6% | -5.1% | -10.5% | -16.0% |
| 1Y | -15.2% | +26.6% | -41.7% | -19.7% |
| 3Y | -2.6% | +39.7% | -42.2% | -11.9% |
| 5Y | +18.9% | -12.0% | +30.9% | +15.7% |
| All | +177.5% | +18.6% | +159.0% | +142.5% |
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