-5.7%
LUV vs SWK
-25.5%
+19.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +4.8% | +11.0% | -6.3% | -0.1% |
| 30D | +6.5% | +30.1% | -23.5% | -5.2% |
| 3M | -4.9% | +14.7% | -19.5% | -10.6% |
| 6M | +8.1% | +44.5% | -36.4% | -8.2% |
| YTD | +9.0% | +59.4% | -50.4% | -11.6% |
| 1Y | +43.6% | +77.5% | -33.9% | +11.3% |
| 3Y | +101.4% | +49.5% | +51.9% | +59.2% |
| All | -5.7% | -25.5% | +19.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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