+553.6%
SCHD vs LUV
+427.7%
+125.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -0.4% | -12.4% | +11.9% | +2.6% |
| 3M | +5.7% | -11.0% | +16.7% | +8.1% |
| 6M | +11.9% | -5.0% | +16.9% | +11.8% |
| YTD | +26.4% | -3.8% | +30.2% | +24.8% |
| 1Y | +27.6% | +25.9% | +1.7% | +17.3% |
| 3Y | +54.9% | +42.2% | +12.7% | +33.2% |
| 5Y | +60.9% | -10.8% | +71.7% | +52.7% |
| 10Y | +243.4% | +19.0% | +224.5% | +190.5% |
| All | +553.6% | +427.7% | +125.8% | +290.0% |
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