+1,511.3%
META vs LUV
+521.4%
+989.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +4.8% | -5.5% | -2.2% |
| 30D | -15.4% | +6.5% | -22.0% | -17.2% |
| 3M | +3.5% | -4.9% | +8.4% | +4.6% |
| 6M | -0.3% | +8.1% | -8.4% | -3.5% |
| YTD | -7.3% | +9.0% | -16.3% | -11.4% |
| 1Y | -1.1% | +43.6% | -44.7% | -12.8% |
| 3Y | +95.1% | +101.4% | -6.3% | +50.3% |
| 5Y | +80.6% | -7.3% | +87.9% | +71.1% |
| 10Y | +410.1% | +24.6% | +385.5% | +311.8% |
| All | +1,511.3% | +521.4% | +989.9% | +724.9% |
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