+96.0%
MMM vs LUV
+38.8%
+57.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -10.7% | -14.6% | +3.9% | -7.9% |
| 3M | +4.3% | -5.7% | +10.0% | +5.4% |
| 6M | +5.9% | -8.4% | +14.3% | +7.2% |
| YTD | +3.2% | -5.1% | +8.3% | +3.3% |
| 1Y | +8.0% | +26.6% | -18.6% | +1.9% |
| All | +96.0% | +38.8% | +57.3% | +68.4% |
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