-20.6%
LUV vs S
-56.9%
+36.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -14.6% | -11.8% | -2.8% | -13.4% |
| 3M | -5.7% | +33.9% | -39.6% | -9.6% |
| 6M | -8.4% | +40.1% | -48.5% | -13.1% |
| YTD | -5.1% | +32.1% | -37.2% | -9.6% |
| 1Y | +26.6% | +11.0% | +15.5% | +22.9% |
| 3Y | +39.7% | +16.9% | +22.7% | +31.1% |
| 5Y | -12.0% | -68.9% | +56.9% | -14.2% |
| All | -20.6% | -56.9% | +36.3% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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