+43.7%
PYPL vs LUV
+36.2%
+7.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.3% | +0.7% | -5.0% | -4.5% |
| 30D | -11.5% | -13.4% | +2.0% | -7.5% |
| 3M | +26.1% | -9.6% | +35.7% | +29.5% |
| 6M | +13.7% | -8.9% | +22.6% | +15.6% |
| YTD | -9.8% | -5.2% | -4.7% | -11.2% |
| 1Y | -22.1% | +27.0% | -49.1% | -30.8% |
| 3Y | -13.5% | +39.6% | -53.1% | -28.4% |
| 5Y | -81.6% | -14.4% | -67.2% | -82.4% |
| 10Y | +38.8% | +17.3% | +21.5% | +13.7% |
| All | +43.7% | +36.2% | +7.5% | +11.0% |
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