+95.0%
MO vs LUV
+40.8%
+54.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +7.1% | -12.4% | +19.5% | +6.9% |
| 3M | -2.0% | -11.0% | +9.0% | -2.1% |
| 6M | +7.3% | -5.0% | +12.3% | +7.4% |
| YTD | +23.5% | -3.8% | +27.2% | +23.5% |
| 1Y | +11.0% | +25.9% | -14.9% | +10.1% |
| 3Y | +95.0% | +42.2% | +52.8% | +85.3% |
| All | +95.0% | +40.8% | +54.2% | +85.3% |
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