-1.5%
MCD vs LUV
+39.7%
-41.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -2.0% | +3.1% | -5.1% | -2.2% |
| 30D | -6.1% | -17.4% | +11.3% | -5.1% |
| 3M | -7.3% | -4.9% | -2.4% | -7.2% |
| 6M | -20.9% | -5.7% | -15.2% | -20.9% |
| YTD | -14.7% | -5.2% | -9.5% | -14.8% |
| 1Y | -16.1% | +24.1% | -40.2% | -17.6% |
| 3Y | -1.5% | +39.6% | -41.1% | -8.4% |
| All | -1.5% | +39.7% | -41.3% | -8.4% |
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