+202.3%
LUV vs SNY
+241.9%
-39.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | -3.3% | +2.4% | +0.4% |
| 30D | -12.4% | -2.2% | -10.2% | -11.6% |
| 3M | -11.0% | -3.0% | -7.9% | -10.1% |
| 6M | -5.0% | +2.7% | -7.7% | -6.2% |
| YTD | -3.8% | -6.8% | +3.1% | -1.3% |
| 1Y | +25.9% | -5.3% | +31.2% | +28.0% |
| 3Y | +42.2% | -9.8% | +52.0% | +43.6% |
| 5Y | -10.8% | +9.7% | -20.4% | -18.7% |
| 10Y | +19.0% | +64.5% | -45.5% | -11.6% |
| All | +202.3% | +241.9% | -39.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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