+153.1%
SO vs LUV
+20.2%
+132.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -5.0% | -12.4% | +7.3% | -3.6% |
| 3M | -5.8% | -11.0% | +5.2% | -4.7% |
| 6M | -7.9% | -5.0% | -3.0% | -8.0% |
| YTD | +2.4% | -3.8% | +6.2% | +1.6% |
| 1Y | -2.3% | +25.9% | -28.2% | -6.8% |
| 3Y | +41.9% | +42.2% | -0.4% | +29.5% |
| 5Y | +58.1% | -10.8% | +68.8% | +53.7% |
| All | +153.1% | +20.2% | +132.8% | +125.3% |
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