-12.3%
LUV vs SCCO
+303.5%
-315.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.4% |
| 30D | -12.4% | -0.7% | -11.6% | -12.6% |
| 3M | -11.0% | +8.1% | -19.1% | -13.9% |
| 6M | -5.0% | +4.1% | -9.1% | -7.8% |
| YTD | -3.8% | +41.1% | -44.9% | -15.7% |
| 1Y | +25.9% | +95.6% | -69.6% | -0.8% |
| 3Y | +42.2% | +179.3% | -137.0% | -1.4% |
| All | -12.3% | +303.5% | -315.8% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling