+669.5%
MSTR vs LUV
+18.5%
+651.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +7.7% | +0.7% | +7.1% | +7.4% |
| 30D | +36.3% | -13.4% | +49.8% | +45.3% |
| 3M | +13.4% | -9.6% | +23.0% | +17.4% |
| 6M | -4.5% | -8.9% | +4.4% | -2.3% |
| YTD | -12.7% | -5.2% | -7.5% | -15.2% |
| 1Y | -59.6% | +27.0% | -86.6% | -66.5% |
| 3Y | +272.5% | +39.6% | +232.8% | +181.4% |
| 5Y | +107.1% | -14.4% | +121.6% | +101.6% |
| All | +669.5% | +18.5% | +651.0% | +642.4% |
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