+113.1%
MSTR vs LUV
-12.1%
+125.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -2.9% |
| 7D | +9.3% | +3.1% | +6.2% | +7.3% |
| 30D | +36.5% | -17.4% | +53.9% | +53.0% |
| 3M | +7.3% | -4.9% | +12.2% | +7.9% |
| 6M | +2.2% | -5.7% | +7.9% | +2.4% |
| YTD | -10.2% | -5.2% | -5.0% | -15.1% |
| 1Y | -58.6% | +24.1% | -82.7% | -68.7% |
| 3Y | +283.2% | +39.6% | +243.6% | +131.4% |
| All | +113.1% | -12.1% | +125.2% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling