+553.4%
SE vs LUV
-25.1%
+578.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.9% |
| 7D | -5.2% | -1.0% | -4.3% | -4.9% |
| 30D | -17.1% | -12.4% | -4.7% | -13.0% |
| 3M | +24.0% | -11.0% | +35.0% | +28.9% |
| 6M | +21.0% | -5.0% | +26.0% | +22.2% |
| YTD | -16.7% | -3.8% | -12.9% | -17.9% |
| 1Y | -45.9% | +25.9% | -71.8% | -52.5% |
| 3Y | +177.8% | +42.2% | +135.6% | +119.1% |
| 5Y | -67.4% | -10.8% | -56.6% | -68.6% |
| All | +553.4% | -25.1% | +578.5% | +550.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling