-12.0%
LUV vs SBAC
-45.4%
+33.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | +0.6% |
| 7D | -0.1% | -5.3% | +5.2% | +1.0% |
| 30D | -14.6% | +0.4% | -15.0% | -14.7% |
| 3M | -5.7% | -11.9% | +6.2% | -3.4% |
| 6M | -8.4% | -4.5% | -4.0% | -8.3% |
| YTD | -5.1% | -4.3% | -0.8% | -5.3% |
| 1Y | +26.6% | -3.9% | +30.5% | +26.2% |
| 3Y | +39.7% | -11.0% | +50.7% | +39.4% |
| 5Y | -12.0% | -44.1% | +32.1% | -3.4% |
| All | -12.0% | -45.4% | +33.3% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling