+107.3%
META vs LUV
+35.9%
+71.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | -18.4% | +23.2% | +10.6% |
| 3M | -1.6% | -3.2% | +1.6% | -1.3% |
| 6M | -7.5% | -14.8% | +7.4% | -4.5% |
| YTD | -6.4% | -2.9% | -3.5% | -7.5% |
| 1Y | -17.3% | +29.6% | -46.9% | -24.6% |
| All | +107.3% | +35.9% | +71.3% | +75.0% |
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