+1,093.8%
LUV vs SPY
+3,074.3%
-1,980.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.9% |
| 7D | +3.1% | +0.5% | +2.6% | +2.6% |
| 30D | -17.4% | -0.9% | -16.5% | -16.6% |
| 3M | -4.9% | +3.9% | -8.8% | -8.1% |
| 6M | -5.7% | +14.5% | -20.2% | -16.7% |
| YTD | -5.2% | +12.9% | -18.1% | -15.1% |
| 1Y | +24.1% | +19.4% | +4.8% | +5.4% |
| 3Y | +39.6% | +78.5% | -38.9% | -19.0% |
| 5Y | -12.5% | +81.8% | -94.2% | -50.1% |
| 10Y | +12.9% | +311.5% | -298.6% | -69.8% |
| All | +1,093.8% | +3,074.3% | -1,980.4% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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