+336.5%
ORCL vs LUV
+18.6%
+317.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +5.1% | -14.6% | +19.7% | +8.5% |
| 3M | -23.7% | -5.7% | -18.0% | -23.1% |
| 6M | +3.1% | -8.4% | +11.5% | +4.2% |
| YTD | -20.8% | -5.1% | -15.6% | -21.3% |
| 1Y | -52.9% | +26.6% | -79.5% | -56.2% |
| 3Y | +25.4% | +39.7% | -14.3% | +9.4% |
| 5Y | +82.4% | -12.0% | +94.4% | +75.0% |
| All | +336.5% | +18.6% | +317.9% | +286.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling