+86.8%
SCHW vs LUV
+40.8%
+46.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -1.6% | -12.4% | +10.7% | +0.7% |
| 3M | +21.3% | -11.0% | +32.3% | +23.3% |
| 6M | +16.5% | -5.0% | +21.5% | +16.4% |
| YTD | +8.4% | -3.8% | +12.2% | +7.3% |
| 1Y | +15.6% | +25.9% | -10.3% | +7.1% |
| 3Y | +86.8% | +42.2% | +44.6% | +51.0% |
| All | +86.8% | +40.8% | +46.1% | +51.0% |
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 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