+50,186.6%
QCOM vs LUV
+2,144.2%
+48,042.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.6% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +7.7% | -18.4% | +26.1% | +14.6% |
| 3M | -30.1% | -3.2% | -26.8% | -29.6% |
| 6M | +22.8% | -14.8% | +37.7% | +27.9% |
| YTD | +0.2% | -2.9% | +3.0% | -0.9% |
| 1Y | +7.9% | +29.6% | -21.7% | -2.9% |
| 3Y | +55.8% | +35.2% | +20.6% | +34.0% |
| 5Y | +30.1% | -11.7% | +41.7% | +26.1% |
| 10Y | +248.9% | +21.6% | +227.3% | +186.5% |
| All | +50,186.6% | +2,144.2% | +48,042.4% | +21,217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling