+545.1%
LUV vs SPG
+5,319.3%
-4,774.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.9% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | -17.4% | -4.9% | -12.5% | -15.7% |
| 3M | -4.9% | +3.3% | -8.2% | -6.2% |
| 6M | -5.7% | +11.2% | -16.9% | -9.6% |
| YTD | -5.2% | +17.1% | -22.2% | -10.8% |
| 1Y | +24.1% | +21.6% | +2.5% | +14.9% |
| 3Y | +39.6% | +111.9% | -72.3% | +3.5% |
| 5Y | -12.5% | +106.9% | -119.4% | -34.8% |
| 10Y | +12.9% | +62.2% | -49.3% | -17.1% |
| All | +545.1% | +5,319.3% | -4,774.2% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling