+851.0%
SLB vs LUV
+5,100.5%
-4,249.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +6.5% | +14.2% | -7.7% | +3.0% |
| 3M | -0.2% | +0.6% | -0.9% | -0.9% |
| 6M | -5.7% | +15.1% | -20.8% | -9.9% |
| YTD | +36.8% | +10.2% | +26.6% | +30.7% |
| 1Y | +45.8% | +38.4% | +7.3% | +31.7% |
| 3Y | +3.4% | +107.5% | -104.1% | -17.6% |
| 5Y | +76.1% | +1.1% | +75.0% | +63.4% |
| 10Y | -13.0% | +16.0% | -29.1% | -22.3% |
| All | +851.0% | +5,100.5% | -4,249.5% | +356.8% |
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