+142.3%
MSTR vs LUV
+118.3%
+24.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -14.2% | +0.1% | -14.3% | -14.2% |
| 30D | -19.9% | +14.0% | -33.9% | -24.0% |
| 3M | +27.3% | +2.6% | +24.7% | +25.8% |
| 6M | -37.6% | +17.3% | -54.8% | -42.3% |
| YTD | -19.5% | +14.0% | -33.5% | -27.1% |
| 1Y | -47.1% | +47.9% | -95.0% | -58.6% |
| All | +142.3% | +118.3% | +24.0% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling