+9.0%
MSFT vs LUV
+57.3%
-48.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.8% | -0.2% | +6.7% |
| 7D | +4.7% | +6.8% | -2.1% | +4.7% |
| 30D | +5.8% | +10.9% | -5.1% | +6.0% |
| 3M | +13.0% | -4.2% | +17.2% | +12.4% |
| 6M | +34.9% | +22.1% | +12.8% | +36.9% |
| YTD | +15.7% | +13.8% | +1.8% | +20.5% |
| 1Y | +9.0% | +59.2% | -50.3% | +12.9% |
| All | +9.0% | +57.3% | -48.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling