+878.4%
MSFT vs LUV
+20.2%
+858.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -0.8% | -1.0% | +0.1% | -0.6% |
| 30D | +0.8% | -12.4% | +13.2% | +3.3% |
| 3M | +27.2% | -11.0% | +38.2% | +29.8% |
| 6M | +22.9% | -5.0% | +27.9% | +23.2% |
| YTD | +3.1% | -3.8% | +6.9% | +1.9% |
| 1Y | -0.3% | +25.9% | -26.2% | -7.6% |
| 3Y | +50.1% | +42.2% | +7.9% | +30.2% |
| 5Y | +74.6% | -10.8% | +85.4% | +66.8% |
| All | +878.4% | +20.2% | +858.1% | +785.1% |
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