+242.6%
QCOM vs LUV
+15.9%
+226.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +4.3% | +1.1% | +3.2% | +3.9% |
| 30D | -0.1% | +14.2% | -14.3% | -4.5% |
| 3M | +5.2% | +0.6% | +4.6% | +4.9% |
| 6M | -18.4% | +15.1% | -33.4% | -22.7% |
| YTD | +2.4% | +10.2% | -7.8% | -3.2% |
| 1Y | +0.9% | +38.4% | -37.5% | -12.3% |
| 3Y | +48.4% | +107.5% | -59.1% | +6.7% |
| 5Y | +16.6% | +1.1% | +15.5% | +6.3% |
| All | +242.6% | +15.9% | +226.8% | +211.5% |
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