+49.5%
MSTR vs LUV
+1.8%
+47.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.8% |
| 7D | -14.2% | +0.1% | -14.3% | -14.2% |
| 30D | -19.9% | +14.0% | -33.9% | -26.4% |
| 3M | +27.3% | +2.6% | +24.7% | +24.8% |
| 6M | -37.6% | +17.3% | -54.8% | -45.2% |
| YTD | -19.5% | +14.0% | -33.5% | -32.3% |
| 1Y | -47.1% | +47.9% | -95.0% | -64.3% |
| 3Y | +140.3% | +114.0% | +26.3% | -3.2% |
| 5Y | +49.5% | +3.2% | +46.4% | +35.4% |
| All | +49.5% | +1.8% | +47.7% | +35.4% |
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 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