+2,233.8%
SAP vs LUV
+834.2%
+1,399.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +9.0% | -18.4% | +27.4% | +15.4% |
| 3M | +14.9% | -3.2% | +18.2% | +15.2% |
| 6M | +11.9% | -14.8% | +26.7% | +15.6% |
| YTD | -9.9% | -2.9% | -7.1% | -12.1% |
| 1Y | -19.5% | +29.6% | -49.1% | -28.5% |
| 3Y | +61.8% | +35.2% | +26.6% | +35.4% |
| 5Y | +56.2% | -11.7% | +67.8% | +45.4% |
| 10Y | +180.6% | +21.6% | +159.0% | +116.9% |
| All | +2,233.8% | +834.2% | +1,399.6% | +715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling