+114.6%
ROST vs LUV
-11.9%
+126.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.0% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | -6.9% | -12.4% | +5.5% | -3.8% |
| 3M | -3.3% | -11.0% | +7.7% | -0.9% |
| 6M | +9.0% | -5.0% | +14.0% | +9.2% |
| YTD | +28.9% | -3.8% | +32.6% | +27.2% |
| 1Y | +54.0% | +25.9% | +28.1% | +40.2% |
| 3Y | +100.7% | +42.2% | +58.5% | +65.3% |
| All | +114.6% | -11.9% | +126.5% | +111.7% |
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