+4,437.6%
LUV vs LSCC
+10,808.2%
-6,370.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.0% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -18.4% | -9.7% | -8.7% | -17.1% |
| 3M | -3.2% | -23.7% | +20.5% | +0.4% |
| 6M | -14.8% | +26.5% | -41.3% | -19.1% |
| YTD | -2.9% | +57.5% | -60.4% | -11.6% |
| 1Y | +29.6% | +75.7% | -46.1% | +15.2% |
| 3Y | +35.2% | +19.5% | +15.7% | +23.3% |
| 5Y | -11.7% | +83.8% | -95.4% | -27.0% |
| 10Y | +21.6% | +1,772.4% | -1,750.8% | -33.8% |
| All | +4,437.6% | +10,808.2% | -6,370.6% | +1,082.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling