+17.5%
LUV vs SYY
+116.5%
-99.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -1.0% | +3.9% | -4.9% | -2.9% |
| 30D | -12.4% | -1.7% | -10.6% | -11.6% |
| 3M | -11.0% | +5.2% | -16.2% | -13.6% |
| 6M | -5.0% | -0.2% | -4.8% | -6.0% |
| YTD | -3.8% | +15.4% | -19.2% | -12.5% |
| 1Y | +25.9% | +5.6% | +20.3% | +20.0% |
| 3Y | +42.2% | +28.9% | +13.4% | +20.0% |
| 5Y | -10.8% | +24.1% | -34.8% | -23.3% |
| All | +17.5% | +116.5% | -99.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling