+462.9%
META vs LUV
+15.9%
+447.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | -13.0% | +14.2% | -27.2% | -16.4% |
| 3M | +7.9% | +0.6% | +7.3% | +7.4% |
| 6M | +4.2% | +15.1% | -10.8% | -0.8% |
| YTD | -2.5% | +10.2% | -12.7% | -7.0% |
| 1Y | +5.6% | +38.4% | -32.9% | -5.7% |
| 3Y | +96.8% | +107.5% | -10.7% | +51.0% |
| 5Y | +90.0% | +1.1% | +88.9% | +75.8% |
| All | +462.9% | +15.9% | +447.1% | +392.6% |
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 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