-77.7%
SNAP vs LUV
-23.4%
-54.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -5.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +2.6% | -18.4% | +21.0% | +11.6% |
| 3M | -9.9% | -3.2% | -6.7% | -9.2% |
| 6M | +1.9% | -14.8% | +16.7% | +7.5% |
| YTD | -32.2% | -2.9% | -29.4% | -33.8% |
| 1Y | -22.8% | +29.6% | -52.4% | -34.4% |
| 3Y | -47.6% | +35.2% | -82.8% | -57.9% |
| 5Y | -92.7% | -11.7% | -81.0% | -93.0% |
| All | -77.7% | -23.4% | -54.2% | -77.7% |
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