+386.9%
META vs LUV
+13.2%
+373.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +6.0% | +3.1% | +2.9% | +5.1% |
| 30D | +3.6% | -17.4% | +21.0% | +9.2% |
| 3M | +4.9% | -4.9% | +9.8% | +5.8% |
| 6M | -4.7% | -5.7% | +1.0% | -4.1% |
| YTD | -6.9% | -5.2% | -1.7% | -7.0% |
| 1Y | -18.2% | +24.1% | -42.3% | -24.6% |
| 3Y | +107.8% | +39.6% | +68.1% | +79.1% |
| 5Y | +63.9% | -12.5% | +76.4% | +58.2% |
| All | +386.9% | +13.2% | +373.7% | +338.2% |
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