+282.9%
QCOM vs LUV
+20.2%
+262.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.4% |
| 7D | +7.8% | -1.0% | +8.8% | +8.2% |
| 30D | +12.2% | -12.4% | +24.6% | +17.2% |
| 3M | -9.9% | -11.0% | +1.1% | -6.5% |
| 6M | +36.9% | -5.0% | +41.9% | +37.9% |
| YTD | +8.0% | -3.8% | +11.8% | +6.9% |
| 1Y | +15.0% | +25.9% | -10.9% | +3.1% |
| 3Y | +75.8% | +42.2% | +33.6% | +44.8% |
| 5Y | +42.2% | -10.8% | +53.0% | +35.0% |
| All | +282.9% | +20.2% | +262.6% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling