+6,288.2%
MS vs LUV
+1,050.4%
+5,237.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | -0.3% | -18.4% | +18.2% | +9.4% |
| 3M | +0.3% | -3.2% | +3.5% | +0.9% |
| 6M | +31.3% | -14.8% | +46.2% | +38.8% |
| YTD | +24.7% | -2.9% | +27.5% | +22.1% |
| 1Y | +47.9% | +29.6% | +18.3% | +25.2% |
| 3Y | +178.3% | +35.2% | +143.1% | +117.6% |
| 5Y | +144.9% | -11.7% | +156.6% | +126.8% |
| 10Y | +804.5% | +21.6% | +783.0% | +565.3% |
| All | +6,288.2% | +1,050.4% | +5,237.9% | +1,798.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling