+1,058.3%
MSTR vs LUV
+545.9%
+512.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.1% |
| 3M | +27.3% | +2.6% | +24.7% | +25.8% |
| 6M | -37.6% | +17.3% | -54.8% | -42.2% |
| YTD | -19.5% | +14.0% | -33.5% | -26.8% |
| 1Y | -47.1% | +47.9% | -95.0% | -57.2% |
| 3Y | +140.3% | +114.0% | +26.3% | +62.9% |
| 5Y | +49.5% | +3.2% | +46.4% | +41.7% |
| 10Y | +521.9% | +20.0% | +501.8% | +410.3% |
| All | +1,058.3% | +545.9% | +512.5% | +223.9% |
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 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