+4,328.8%
LUV vs SAN
+2,106.1%
+2,222.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +3.1% | +3.3% | -0.2% | +1.9% |
| 30D | -17.4% | +1.1% | -18.5% | -17.7% |
| 3M | -4.9% | +22.2% | -27.1% | -11.4% |
| 6M | -5.7% | +36.0% | -41.7% | -15.2% |
| YTD | -5.2% | +28.2% | -33.4% | -13.3% |
| 1Y | +24.1% | +54.1% | -30.0% | +6.2% |
| 3Y | +39.6% | +354.2% | -314.6% | -19.9% |
| 5Y | -12.5% | +387.3% | -399.8% | -52.2% |
| 10Y | +12.9% | +334.8% | -321.9% | -38.8% |
| All | +4,328.8% | +2,106.1% | +2,222.7% | +958.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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