+23.4%
REGN vs LUV
-11.9%
+35.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -5.6% | -1.0% | -4.6% | -5.5% |
| 30D | -2.0% | -12.4% | +10.4% | -0.3% |
| 3M | +28.0% | -11.0% | +38.9% | +29.6% |
| 6M | +1.2% | -5.0% | +6.1% | +1.2% |
| YTD | +1.6% | -3.8% | +5.4% | +1.1% |
| 1Y | +38.2% | +25.9% | +12.3% | +32.5% |
| 3Y | -5.4% | +42.2% | -47.6% | -11.9% |
| All | +23.4% | -11.9% | +35.3% | +12.5% |
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 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