+185.3%
LUV vs SPYG
+559.0%
-373.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | -12.4% | -1.5% | -10.8% | -11.3% |
| 3M | -11.0% | +3.7% | -14.7% | -13.5% |
| 6M | -5.0% | +16.4% | -21.4% | -15.2% |
| YTD | -3.8% | +13.3% | -17.1% | -12.5% |
| 1Y | +25.9% | +17.9% | +8.1% | +10.9% |
| 3Y | +42.2% | +98.3% | -56.1% | -16.7% |
| 5Y | -10.8% | +86.4% | -97.2% | -46.0% |
| 10Y | +19.0% | +421.9% | -403.0% | -67.6% |
| All | +185.3% | +559.0% | -373.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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