+19.7%
QCOM vs LUV
+1.8%
+17.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +9.1% | +2.6% | +6.5% | +8.0% |
| 6M | -25.0% | +17.3% | -42.3% | -29.9% |
| YTD | +4.8% | +14.0% | -9.1% | -3.1% |
| 1Y | +3.6% | +47.9% | -44.3% | -14.4% |
| 3Y | +51.5% | +114.0% | -62.5% | -2.2% |
| 5Y | +19.7% | +3.2% | +16.6% | +5.1% |
| All | +19.7% | +1.8% | +17.9% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling