+67.8%
SAP vs LUV
+112.4%
-44.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -3.9% | +1.8% | -5.7% | -4.1% |
| 30D | +6.5% | +11.3% | -4.8% | +5.2% |
| 3M | +14.7% | +1.0% | +13.6% | +14.3% |
| 6M | +39.9% | +15.6% | +24.3% | +37.3% |
| YTD | -2.0% | +10.9% | -12.9% | -3.7% |
| 1Y | -6.0% | +38.1% | -44.1% | -11.2% |
| All | +67.8% | +112.4% | -44.7% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 3y: compounded portfolio wealth divided by compounded LUV 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…
3y analysis · Full analysis span regression · 6 months rolling