-22.7%
LUV vs SEI
+644.4%
-667.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.5% |
| 7D | -1.0% | +22.6% | -23.5% | -4.9% |
| 30D | -12.4% | +9.1% | -21.4% | -14.2% |
| 3M | -11.0% | -11.3% | +0.3% | -10.6% |
| 6M | -5.0% | +22.0% | -27.0% | -10.9% |
| YTD | -3.8% | +47.3% | -51.1% | -13.9% |
| 1Y | +25.9% | +124.8% | -98.8% | +2.0% |
| 3Y | +42.2% | +591.3% | -549.0% | -21.9% |
| 5Y | -10.8% | +1,008.2% | -1,019.0% | -60.2% |
| All | -22.7% | +644.4% | -667.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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