+19.1%
SHW vs LUV
+38.8%
-19.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -0.1% | -4.4% | -4.4% |
| 30D | -12.7% | -14.6% | +1.9% | -9.4% |
| 3M | +4.7% | -5.7% | +10.4% | +6.4% |
| 6M | -3.4% | -8.4% | +5.0% | -1.7% |
| YTD | -1.3% | -5.1% | +3.8% | -0.6% |
| 1Y | -10.4% | +26.6% | -36.9% | -14.8% |
| All | +19.1% | +38.8% | -19.7% | +1.4% |
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