+158.4%
MMM vs LUV
+111.1%
+47.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -0.4% | +1.1% | -1.5% | -0.6% |
| 30D | +12.1% | +14.2% | -2.1% | +9.3% |
| 3M | +1.4% | +0.6% | +0.8% | +1.2% |
| 6M | +26.6% | +15.1% | +11.5% | +22.9% |
| YTD | +16.8% | +10.2% | +6.6% | +13.6% |
| 1Y | +10.1% | +38.4% | -28.4% | +2.4% |
| 3Y | +158.4% | +107.5% | +50.9% | +113.3% |
| All | +158.4% | +111.1% | +47.4% | +113.3% |
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