+59.2%
LUV vs SPG
+34.3%
+25.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +4.1% |
| 7D | +6.8% | +8.2% | -1.4% | -0.8% |
| 30D | +10.9% | +13.5% | -2.5% | -1.4% |
| 3M | -4.2% | +2.2% | -6.5% | -6.1% |
| 6M | +22.1% | +15.9% | +6.3% | +3.5% |
| YTD | +13.8% | +27.6% | -13.8% | -13.5% |
| 1Y | +59.2% | +30.9% | +28.3% | +19.2% |
| All | +59.2% | +34.3% | +25.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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