+2,448.5%
SAP vs LUV
+959.6%
+1,488.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +6.5% | +14.2% | -7.7% | +2.3% |
| 3M | +12.2% | +0.6% | +11.6% | +11.6% |
| 6M | +46.1% | +15.1% | +31.0% | +38.5% |
| YTD | -1.6% | +10.2% | -11.8% | -7.8% |
| 1Y | -5.1% | +38.4% | -43.6% | -17.2% |
| 3Y | +68.4% | +107.5% | -39.1% | +23.3% |
| 5Y | +79.4% | +1.1% | +78.3% | +60.7% |
| 10Y | +230.5% | +16.0% | +214.4% | +160.6% |
| All | +2,448.5% | +959.6% | +1,488.9% | +756.3% |
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