+17.5%
LUV vs SCHG
+459.0%
-441.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | -1.0% | -1.0% | +0.1% | -0.2% |
| 30D | -12.4% | -1.3% | -11.1% | -11.5% |
| 3M | -11.0% | +5.4% | -16.4% | -14.5% |
| 6M | -5.0% | +14.4% | -19.4% | -13.8% |
| YTD | -3.8% | +8.0% | -11.8% | -9.0% |
| 1Y | +25.9% | +12.7% | +13.2% | +15.1% |
| 3Y | +42.2% | +85.6% | -43.4% | -11.4% |
| 5Y | -10.8% | +85.5% | -96.3% | -45.5% |
| All | +17.5% | +459.0% | -441.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling