+29.6%
SNOW vs LUV
+5.5%
+24.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.4% | -1.0% | -1.5% | -2.2% |
| 30D | -1.0% | -12.4% | +11.4% | +2.8% |
| 3M | +36.9% | -11.0% | +47.8% | +40.7% |
| 6M | +83.4% | -5.0% | +88.3% | +83.0% |
| YTD | +50.0% | -3.8% | +53.8% | +45.7% |
| 1Y | +46.5% | +25.9% | +20.6% | +27.1% |
| 3Y | +93.3% | +42.2% | +51.1% | +49.7% |
| 5Y | +3.3% | -10.8% | +14.0% | -5.4% |
| All | +29.6% | +5.5% | +24.1% | +22.6% |
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