+1,593.8%
META vs LUV
+547.5%
+1,046.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +6.6% | -3.3% | +1.4% |
| 30D | -10.8% | +11.2% | -21.9% | -13.7% |
| 3M | +7.9% | +3.6% | +4.3% | +6.4% |
| 6M | +5.4% | +13.1% | -7.8% | +0.7% |
| YTD | -2.6% | +13.6% | -16.2% | -7.9% |
| 1Y | +1.9% | +44.4% | -42.5% | -10.3% |
| 3Y | +97.0% | +113.2% | -16.3% | +49.4% |
| 5Y | +97.6% | +1.5% | +96.1% | +83.0% |
| 10Y | +436.0% | +20.2% | +415.9% | +338.4% |
| All | +1,593.8% | +547.5% | +1,046.3% | +757.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling