+40.2%
LUV vs SPG
+106.5%
-66.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +1.7% |
| 7D | +0.7% | -1.7% | +2.3% | +1.8% |
| 30D | -13.4% | -6.3% | -7.2% | -9.5% |
| 3M | -9.6% | -2.4% | -7.2% | -8.3% |
| 6M | -8.9% | +9.6% | -18.5% | -14.9% |
| YTD | -5.2% | +14.2% | -19.4% | -13.5% |
| 1Y | +27.0% | +19.3% | +7.7% | +12.2% |
| All | +40.2% | +106.5% | -66.3% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling