-12.3%
LUV vs SYY
+23.4%
-35.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | -1.0% | +3.9% | -4.9% | -3.0% |
| 30D | -12.4% | -1.7% | -10.6% | -11.6% |
| 3M | -11.0% | +5.2% | -16.2% | -13.8% |
| 6M | -5.0% | -0.2% | -4.8% | -6.1% |
| YTD | -3.8% | +15.4% | -19.2% | -13.4% |
| 1Y | +25.9% | +5.6% | +20.3% | +19.7% |
| 3Y | +42.2% | +28.9% | +13.4% | +15.9% |
| All | -12.3% | +23.4% | -35.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling