+131,933.8%
MSFT vs LUV
+4,374.9%
+127,558.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | -1.4% | +3.1% | -4.5% | -2.1% |
| 30D | -1.0% | -17.4% | +16.4% | +3.4% |
| 3M | +20.2% | -4.9% | +25.1% | +21.1% |
| 6M | +21.3% | -5.7% | +27.0% | +21.7% |
| YTD | +2.8% | -5.2% | +8.0% | +1.6% |
| 1Y | 0.0% | +24.1% | -24.2% | -8.0% |
| 3Y | +51.2% | +39.6% | +11.6% | +30.1% |
| 5Y | +71.4% | -12.5% | +83.9% | +62.6% |
| 10Y | +868.6% | +12.9% | +855.7% | +708.0% |
| All | +131,933.8% | +4,374.9% | +127,558.9% | +29,306.1% |
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 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