+312.1%
ROST vs LUV
+20.2%
+291.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | -6.9% | -12.4% | +5.5% | -2.9% |
| 3M | -3.3% | -11.0% | +7.7% | -0.2% |
| 6M | +9.0% | -5.0% | +14.0% | +9.3% |
| YTD | +28.9% | -3.8% | +32.6% | +26.8% |
| 1Y | +54.0% | +25.9% | +28.1% | +37.3% |
| 3Y | +100.7% | +42.2% | +58.5% | +60.7% |
| 5Y | +116.0% | -10.8% | +126.8% | +104.1% |
| All | +312.1% | +20.2% | +291.9% | +267.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling