-12.5%
LUV vs LSCC
+85.6%
-98.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.7% |
| 7D | +3.1% | +5.2% | -2.1% | +1.8% |
| 30D | -17.4% | -9.6% | -7.8% | -15.5% |
| 3M | -4.9% | -17.8% | +12.9% | -1.3% |
| 6M | -5.7% | +37.4% | -43.1% | -14.9% |
| YTD | -5.2% | +59.7% | -64.9% | -18.7% |
| 1Y | +24.1% | +76.2% | -52.1% | +3.0% |
| 3Y | +39.6% | +28.2% | +11.4% | +17.1% |
| 5Y | -12.5% | +87.2% | -99.7% | -40.9% |
| All | -12.5% | +85.6% | -98.1% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling