+17.3%
LUV vs LSCC
+1,833.8%
-1,816.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | -13.4% | -10.0% | -3.4% | -11.5% |
| 3M | -9.6% | -16.1% | +6.5% | -6.8% |
| 6M | -8.9% | +27.4% | -36.3% | -15.5% |
| YTD | -5.2% | +56.9% | -62.1% | -17.0% |
| 1Y | +27.0% | +74.6% | -47.5% | +7.7% |
| 3Y | +39.6% | +26.0% | +13.7% | +19.9% |
| 5Y | -14.4% | +86.1% | -100.5% | -36.2% |
| 10Y | +17.3% | +1,830.6% | -1,813.3% | -42.5% |
| All | +17.3% | +1,833.8% | -1,816.6% | -42.5% |
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