-12.3%
LUV vs SPG
+106.0%
-118.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.3% |
| 30D | -12.4% | -6.1% | -6.2% | -8.6% |
| 3M | -11.0% | -3.6% | -7.3% | -9.0% |
| 6M | -5.0% | +10.4% | -15.4% | -11.2% |
| YTD | -3.8% | +14.4% | -18.2% | -11.9% |
| 1Y | +25.9% | +16.5% | +9.4% | +13.7% |
| 3Y | +42.2% | +106.8% | -64.6% | -12.0% |
| All | -12.3% | +106.0% | -118.3% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling