+4,990.8%
LUV vs LSCC
+9,784.2%
-4,793.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -1.2% |
| 7D | +4.8% | +13.0% | -8.2% | +2.5% |
| 30D | +6.5% | -19.8% | +26.4% | +10.0% |
| 3M | -4.9% | -18.4% | +13.5% | -2.4% |
| 6M | +8.1% | -16.1% | +24.2% | +9.3% |
| YTD | +9.0% | +42.7% | -33.7% | 0.0% |
| 1Y | +43.6% | +68.0% | -24.4% | +28.1% |
| 3Y | +101.4% | +85.8% | +15.5% | +70.4% |
| 5Y | -7.3% | +28.0% | -35.3% | -19.3% |
| 10Y | +24.6% | +1,255.1% | -1,230.5% | -28.9% |
| All | +4,990.8% | +9,784.2% | -4,793.5% | +1,238.4% |
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