+1,247.3%
LUV vs SM
+1,670.2%
-422.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.8% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | -17.4% | +31.5% | -48.9% | -20.0% |
| 3M | -4.9% | +17.3% | -22.2% | -7.3% |
| 6M | -5.7% | +48.5% | -54.2% | -11.3% |
| YTD | -5.2% | +106.3% | -111.4% | -14.5% |
| 1Y | +24.1% | +47.3% | -23.2% | +15.9% |
| 3Y | +39.6% | -1.4% | +41.0% | +34.0% |
| 5Y | -12.5% | +114.0% | -126.5% | -25.1% |
| 10Y | +12.9% | +12.5% | +0.4% | -18.6% |
| All | +1,247.3% | +1,670.2% | -422.9% | +509.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling