+333.1%
SLV vs LUV
+185.0%
+148.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | +6.7% | -18.4% | +25.1% | +8.2% |
| 3M | -10.7% | -3.2% | -7.5% | -10.6% |
| 6M | -20.6% | -14.8% | -5.8% | -19.9% |
| YTD | -7.1% | -2.9% | -4.3% | -7.3% |
| 1Y | +62.0% | +29.6% | +32.4% | +58.4% |
| 3Y | +169.8% | +35.2% | +134.6% | +160.9% |
| 5Y | +161.5% | -11.7% | +173.1% | +157.4% |
| 10Y | +224.4% | +21.6% | +202.8% | +210.4% |
| All | +333.1% | +185.0% | +148.1% | +248.5% |
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