+144.8%
MS vs LUV
-13.6%
+158.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | +2.5% | +3.1% | -0.6% | +1.4% |
| 30D | 0.0% | -17.4% | +17.4% | +6.6% |
| 3M | +2.4% | -4.9% | +7.3% | +3.6% |
| 6M | +36.4% | -5.7% | +42.1% | +37.5% |
| YTD | +23.8% | -5.2% | +29.0% | +23.2% |
| 1Y | +48.6% | +24.1% | +24.5% | +33.0% |
| 3Y | +179.1% | +39.6% | +139.5% | +126.0% |
| 5Y | +144.8% | -12.5% | +157.3% | +129.7% |
| All | +144.8% | -13.6% | +158.4% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling