-9.3%
MCD vs LUV
+37.6%
-46.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +14.1% | +14.2% | -0.1% | +12.8% |
| 3M | +0.6% | +0.6% | 0.0% | +0.3% |
| 6M | 0.0% | +15.1% | -15.0% | -1.7% |
| YTD | -9.3% | +10.2% | -19.5% | -10.8% |
| 1Y | -9.3% | +38.4% | -47.7% | -14.6% |
| All | -9.3% | +37.6% | -46.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling