+40.2%
LUV vs SM
-0.7%
+40.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.1% | +2.1% | -2.2% | -0.2% |
| 30D | -14.6% | +18.1% | -32.7% | -15.1% |
| 3M | -5.7% | +17.0% | -22.7% | -6.1% |
| 6M | -8.4% | +55.4% | -63.9% | -13.2% |
| YTD | -5.1% | +108.6% | -113.7% | -15.3% |
| 1Y | +26.6% | +45.7% | -19.1% | +21.6% |
| All | +40.2% | -0.7% | +40.9% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling