+1,311.3%
MU vs LUV
+38.8%
+1,272.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +2.0% | -0.1% | +2.1% | +2.1% |
| 30D | +12.5% | -14.6% | +27.1% | +19.5% |
| 3M | +9.6% | -5.7% | +15.3% | +12.3% |
| 6M | +142.6% | -8.4% | +151.0% | +149.6% |
| YTD | +242.7% | -5.1% | +247.8% | +241.0% |
| 1Y | +599.3% | +26.6% | +572.7% | +517.7% |
| All | +1,311.3% | +38.8% | +1,272.5% | +953.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling