+73.2%
MSFT vs LUV
-14.7%
+87.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -2.7% | -13.4% | +10.8% | -0.6% |
| 3M | +22.1% | -9.6% | +31.7% | +23.6% |
| 6M | +20.6% | -8.9% | +29.5% | +21.5% |
| YTD | +2.3% | -5.2% | +7.5% | +1.6% |
| 1Y | -0.5% | +27.0% | -27.6% | -7.2% |
| 3Y | +50.5% | +39.6% | +10.9% | +32.1% |
| All | +73.2% | -14.7% | +87.9% | +66.5% |
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