+428.1%
WMT vs LUV
+20.2%
+407.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -7.4% | -12.4% | +4.9% | -6.3% |
| 3M | -10.9% | -11.0% | +0.1% | -10.1% |
| 6M | -12.7% | -5.0% | -7.7% | -12.7% |
| YTD | -3.2% | -3.8% | +0.6% | -3.6% |
| 1Y | +5.3% | +25.9% | -20.7% | +1.8% |
| 3Y | +101.9% | +42.2% | +59.6% | +89.7% |
| 5Y | +134.6% | -10.8% | +145.3% | +128.2% |
| All | +428.1% | +20.2% | +407.8% | +393.8% |
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