+454.2%
MDLZ vs LUV
+169.7%
+284.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -2.1% | -18.4% | +16.3% | +1.0% |
| 3M | +1.3% | -3.2% | +4.5% | +1.4% |
| 6M | +6.2% | -14.8% | +21.0% | +8.0% |
| YTD | +15.8% | -2.9% | +18.6% | +14.6% |
| 1Y | +4.1% | +29.6% | -25.5% | -2.0% |
| 3Y | -4.1% | +35.2% | -39.3% | -12.8% |
| 5Y | +13.4% | -11.7% | +25.0% | +9.1% |
| 10Y | +75.7% | +21.6% | +54.2% | +52.1% |
| All | +454.2% | +169.7% | +284.5% | +263.6% |
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