-14.3%
MTZ vs LUV
+57.3%
-71.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.8% | -22.2% | -16.6% |
| 7D | -7.4% | +6.8% | -14.2% | -8.8% |
| 30D | -23.6% | +10.9% | -34.5% | -25.5% |
| 3M | -38.3% | -4.2% | -34.1% | -37.4% |
| 6M | -60.6% | +22.1% | -82.7% | -62.0% |
| YTD | -22.9% | +13.8% | -36.7% | -26.6% |
| 1Y | -14.3% | +59.2% | -73.5% | -27.2% |
| All | -14.3% | +57.3% | -71.6% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling