+25.9%
LUV vs SM
+48.5%
-22.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -1.0% | +4.6% | -5.5% | +0.6% |
| 30D | -12.4% | +18.2% | -30.6% | -7.1% |
| 3M | -11.0% | +22.5% | -33.5% | -3.3% |
| 6M | -5.0% | +50.6% | -55.5% | +9.0% |
| YTD | -3.8% | +108.1% | -111.9% | +14.9% |
| 1Y | +25.9% | +46.0% | -20.1% | +55.7% |
| All | +25.9% | +48.5% | -22.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling