-92.9%
SNAP vs LUV
-12.1%
-80.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.0% | +0.7% | -5.7% | -5.4% |
| 30D | -0.7% | -13.4% | +12.7% | +7.0% |
| 3M | -5.0% | -9.6% | +4.6% | -0.7% |
| 6M | +3.5% | -8.9% | +12.4% | +6.9% |
| YTD | -34.2% | -5.2% | -29.0% | -36.0% |
| 1Y | -27.1% | +27.0% | -54.1% | -41.7% |
| 3Y | -43.5% | +39.6% | -83.1% | -61.3% |
| 5Y | -92.9% | -14.4% | -78.5% | -92.8% |
| All | -92.9% | -12.1% | -80.8% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling