+553.7%
MS vs LUV
+23.0%
+530.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +6.6% | -5.8% | -1.9% |
| 30D | -0.7% | +11.2% | -11.9% | -5.2% |
| 3M | -12.4% | +3.6% | -16.0% | -14.0% |
| 6M | -1.7% | +13.1% | -14.9% | -7.9% |
| YTD | +8.0% | +13.6% | -5.5% | -1.1% |
| 1Y | +16.2% | +44.4% | -28.1% | -4.9% |
| 3Y | +171.3% | +113.2% | +58.1% | +71.6% |
| 5Y | +124.8% | +1.5% | +123.2% | +99.6% |
| 10Y | +553.7% | +20.2% | +533.5% | +421.0% |
| All | +553.7% | +23.0% | +530.7% | +421.0% |
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