+38.9%
QCOM vs LUV
-12.1%
+51.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | +0.7% | +3.7% | +4.0% |
| 30D | +9.4% | -13.4% | +22.8% | +15.3% |
| 3M | -13.7% | -9.6% | -4.1% | -10.6% |
| 6M | +28.9% | -8.9% | +37.8% | +31.8% |
| YTD | +4.7% | -5.2% | +9.9% | +3.8% |
| 1Y | +13.5% | +27.0% | -13.5% | -0.8% |
| 3Y | +77.1% | +39.6% | +37.5% | +39.6% |
| 5Y | +38.9% | -14.4% | +53.3% | +30.3% |
| All | +38.9% | -12.1% | +51.0% | +30.3% |
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