+53.1%
MMM vs LUV
+20.2%
+32.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -9.8% | -12.4% | +2.5% | -6.8% |
| 3M | +4.9% | -11.0% | +15.9% | +7.9% |
| 6M | +7.3% | -5.0% | +12.3% | +7.9% |
| YTD | +4.5% | -3.8% | +8.3% | +3.9% |
| 1Y | +5.4% | +25.9% | -20.6% | -2.9% |
| 3Y | +98.6% | +42.2% | +56.3% | +70.6% |
| 5Y | +27.4% | -10.8% | +38.1% | +21.7% |
| All | +53.1% | +20.2% | +32.9% | +35.5% |
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