+481.0%
MSTR vs LUV
+15.9%
+465.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -13.4% | +1.1% | -14.5% | -13.9% |
| 30D | -22.1% | +14.2% | -36.3% | -26.9% |
| 3M | +15.0% | +0.6% | +14.3% | +14.4% |
| 6M | -37.3% | +15.1% | -52.4% | -42.3% |
| YTD | -26.5% | +10.2% | -36.7% | -33.5% |
| 1Y | -46.5% | +38.4% | -84.9% | -57.2% |
| 3Y | +121.1% | +107.5% | +13.6% | +36.8% |
| 5Y | +37.5% | +1.1% | +36.4% | +24.7% |
| All | +481.0% | +15.9% | +465.1% | +423.9% |
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