+51.9%
QCOM vs LUV
+118.3%
-66.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | +2.0% | +0.1% | +1.8% | +2.0% |
| 30D | +1.2% | +14.0% | -12.8% | -2.9% |
| 3M | +9.1% | +2.6% | +6.5% | +8.2% |
| 6M | -25.0% | +17.3% | -42.3% | -29.0% |
| YTD | +4.8% | +14.0% | -9.1% | -1.6% |
| 1Y | +3.6% | +47.9% | -44.3% | -11.2% |
| All | +51.9% | +118.3% | -66.4% | +8.6% |
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 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