+68.2%
QCOM vs LUV
+38.7%
+29.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.9% |
| 7D | +5.1% | +3.1% | +2.0% | +4.0% |
| 30D | +4.3% | -17.4% | +21.7% | +10.6% |
| 3M | -19.6% | -4.9% | -14.7% | -18.6% |
| 6M | +29.5% | -5.7% | +35.2% | +30.6% |
| YTD | +3.4% | -5.2% | +8.5% | +2.8% |
| 1Y | +10.9% | +24.1% | -13.2% | +0.2% |
| All | +68.2% | +38.7% | +29.5% | +28.5% |
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 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