+589.4%
SE vs LUV
-24.4%
+613.8%
-90.5%
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% | -1.8% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -2.5% | -18.4% | +16.0% | +5.2% |
| 3M | +21.7% | -3.2% | +24.9% | +22.6% |
| 6M | +27.0% | -14.8% | +41.8% | +33.1% |
| YTD | -12.1% | -2.9% | -9.3% | -13.6% |
| 1Y | -40.9% | +29.6% | -70.5% | -48.6% |
| 3Y | +191.0% | +35.2% | +155.8% | +134.8% |
| 5Y | -68.3% | -11.7% | -56.6% | -69.4% |
| All | +589.4% | -24.4% | +613.8% | +584.3% |
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