+6,037.0%
SO vs LUV
+4,374.9%
+1,662.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | +1.0% | +3.1% | -2.1% | +0.7% |
| 30D | -3.2% | -17.4% | +14.2% | -1.5% |
| 3M | -1.7% | -4.9% | +3.2% | -1.5% |
| 6M | -7.2% | -5.7% | -1.5% | -7.1% |
| YTD | +4.6% | -5.2% | +9.7% | +4.2% |
| 1Y | +1.2% | +24.1% | -22.9% | -1.9% |
| 3Y | +45.3% | +39.6% | +5.7% | +36.9% |
| 5Y | +58.7% | -12.5% | +71.2% | +55.1% |
| 10Y | +155.9% | +12.9% | +142.9% | +138.3% |
| All | +6,037.0% | +4,374.9% | +1,662.1% | +3,642.0% |
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