+42.2%
LUV vs SCCO
+177.0%
-134.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.3% |
| 30D | -12.4% | -0.7% | -11.6% | -12.7% |
| 3M | -11.0% | +8.1% | -19.1% | -14.2% |
| 6M | -5.0% | +4.1% | -9.1% | -8.2% |
| YTD | -3.8% | +41.1% | -44.9% | -17.4% |
| 1Y | +25.9% | +95.6% | -69.6% | -4.4% |
| 3Y | +42.2% | +179.3% | -137.0% | -8.8% |
| All | +42.2% | +177.0% | -134.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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