-76.8%
SNAP vs LUV
-24.2%
-52.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | +3.8% | -1.0% | +4.8% | +4.3% |
| 30D | +9.2% | -12.4% | +21.6% | +15.3% |
| 3M | +6.6% | -11.0% | +17.6% | +11.4% |
| 6M | +16.9% | -5.0% | +21.8% | +18.1% |
| YTD | -29.6% | -3.8% | -25.8% | -31.0% |
| 1Y | -22.1% | +25.9% | -48.0% | -32.9% |
| 3Y | -39.8% | +42.2% | -82.1% | -52.7% |
| 5Y | -92.4% | -10.8% | -81.6% | -92.7% |
| All | -76.8% | -24.2% | -52.6% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling