+1,252.0%
MSTR vs LUV
+450.6%
+801.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.3% |
| 7D | +12.2% | +0.4% | +11.7% | +11.9% |
| 30D | +45.2% | -18.4% | +63.6% | +57.2% |
| 3M | +10.4% | -3.2% | +13.6% | +10.4% |
| 6M | -2.5% | -14.8% | +12.4% | +2.5% |
| YTD | -6.0% | -2.9% | -3.2% | -8.9% |
| 1Y | -56.4% | +29.6% | -86.0% | -62.8% |
| 3Y | +306.3% | +35.2% | +271.1% | +231.4% |
| 5Y | +100.5% | -11.7% | +112.2% | +101.5% |
| 10Y | +741.1% | +21.6% | +719.5% | +585.8% |
| All | +1,252.0% | +450.6% | +801.4% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling