+12.2%
LUV vs LSCC
+1,351.6%
-1,339.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.8% | +0.6% |
| 7D | +1.1% | +7.0% | -5.9% | -0.6% |
| 30D | +14.2% | -2.3% | +16.5% | +13.7% |
| 3M | +0.6% | -12.5% | +13.1% | +2.4% |
| 6M | +15.1% | -10.6% | +25.7% | +14.8% |
| YTD | +10.2% | +52.7% | -42.5% | -4.5% |
| 1Y | +38.4% | +74.0% | -35.5% | +16.3% |
| 3Y | +107.5% | +104.8% | +2.7% | +57.7% |
| 5Y | +1.1% | +36.2% | -35.2% | -20.9% |
| All | +12.2% | +1,351.6% | -1,339.4% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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