+40.2%
LUV vs SBAC
-8.7%
+48.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -13.4% | +3.9% | -17.3% | -13.9% |
| 3M | -9.6% | -8.2% | -1.4% | -8.4% |
| 6M | -8.9% | -2.8% | -6.1% | -8.6% |
| YTD | -5.2% | -1.5% | -3.6% | -5.3% |
| 1Y | +27.0% | 0.0% | +27.0% | +26.4% |
| All | +40.2% | -8.7% | +48.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling