+1,270.6%
SMH vs LUV
+254.4%
+1,016.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | +0.7% | +3.7% | +4.1% |
| 30D | +0.9% | -13.4% | +14.3% | +6.3% |
| 3M | -2.8% | -9.6% | +6.8% | +0.5% |
| 6M | +45.6% | -8.9% | +54.5% | +49.4% |
| YTD | +59.5% | -5.2% | +64.6% | +58.8% |
| 1Y | +93.4% | +27.0% | +66.4% | +71.5% |
| 3Y | +287.1% | +39.6% | +247.5% | +215.8% |
| 5Y | +338.0% | -14.4% | +352.5% | +322.8% |
| 10Y | +1,876.8% | +17.3% | +1,859.6% | +1,452.1% |
| All | +1,270.6% | +254.4% | +1,016.2% | +551.5% |
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