+62.8%
META vs LUV
-10.8%
+73.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.2% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +4.8% | -18.4% | +23.2% | +12.4% |
| 3M | -1.6% | -3.2% | +1.6% | -1.3% |
| 6M | -7.5% | -14.8% | +7.4% | -3.5% |
| YTD | -6.4% | -2.9% | -3.5% | -7.8% |
| 1Y | -17.3% | +29.6% | -46.9% | -27.3% |
| 3Y | +109.9% | +35.2% | +74.7% | +71.9% |
| All | +62.8% | -10.8% | +73.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling