+243.8%
MET vs LUV
+20.2%
+223.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -0.5% | -1.0% | +0.5% | -0.1% |
| 30D | +0.5% | -12.4% | +12.8% | +6.1% |
| 3M | +11.6% | -11.0% | +22.6% | +16.1% |
| 6M | +40.8% | -5.0% | +45.8% | +40.9% |
| YTD | +25.7% | -3.8% | +29.4% | +23.1% |
| 1Y | +24.4% | +25.9% | -1.6% | +7.1% |
| 3Y | +67.5% | +42.2% | +25.2% | +27.4% |
| 5Y | +85.8% | -10.8% | +96.6% | +72.1% |
| All | +243.8% | +20.2% | +223.5% | +185.8% |
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