+932.1%
LUV vs SCCO
+33,197.0%
-32,264.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.3% | +1.8% |
| 7D | -0.1% | -2.7% | +2.6% | +0.4% |
| 30D | -14.6% | -0.2% | -14.4% | -14.9% |
| 3M | -5.7% | +17.8% | -23.5% | -10.0% |
| 6M | -8.4% | +2.3% | -10.7% | -10.0% |
| YTD | -5.1% | +41.6% | -46.7% | -14.5% |
| 1Y | +26.6% | +101.9% | -75.3% | +4.0% |
| 3Y | +39.7% | +186.2% | -146.5% | +3.7% |
| 5Y | -12.0% | +309.7% | -321.7% | -41.5% |
| 10Y | +17.3% | +1,094.2% | -1,077.0% | -40.6% |
| All | +932.1% | +33,197.0% | -32,264.9% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling