+645.5%
MSTR vs LUV
+18.6%
+626.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -11.2% | -0.1% | -11.1% | -11.2% |
| 30D | +33.8% | -14.6% | +48.4% | +43.5% |
| 3M | +11.5% | -5.7% | +17.2% | +13.1% |
| 6M | -7.2% | -8.4% | +1.3% | -5.3% |
| YTD | -15.4% | -5.1% | -10.3% | -17.9% |
| 1Y | -60.6% | +26.6% | -87.2% | -67.3% |
| 3Y | +260.8% | +39.7% | +221.2% | +172.6% |
| 5Y | +108.8% | -12.0% | +120.9% | +101.6% |
| All | +645.5% | +18.6% | +626.9% | +619.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling