+225.5%
LUV vs SBAC
+2,199.0%
-1,973.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -17.4% | +3.2% | -20.7% | -17.8% |
| 3M | -4.9% | -5.1% | +0.2% | -4.5% |
| 6M | -5.7% | -2.1% | -3.6% | -6.0% |
| YTD | -5.2% | -0.5% | -4.7% | -5.8% |
| 1Y | +24.1% | +1.1% | +23.0% | +23.0% |
| 3Y | +39.6% | -7.4% | +47.0% | +39.1% |
| 5Y | -12.5% | -44.3% | +31.9% | -7.7% |
| 10Y | +12.9% | +77.6% | -64.6% | +2.3% |
| All | +225.5% | +2,199.0% | -1,973.5% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling