-12.0%
LUV vs SM
+106.9%
-119.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.6% |
| 30D | -13.4% | +20.3% | -33.7% | -15.1% |
| 3M | -9.6% | +22.9% | -32.5% | -12.0% |
| 6M | -8.9% | +47.8% | -56.7% | -14.9% |
| YTD | -5.2% | +107.5% | -112.6% | -16.9% |
| 1Y | +27.0% | +51.7% | -24.7% | +17.2% |
| 3Y | +39.6% | -0.9% | +40.5% | +32.7% |
| All | -12.0% | +106.9% | -119.0% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling