+282.9%
SPGI vs LUV
+20.2%
+262.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -7.4% | -1.0% | -6.4% | -7.2% |
| 30D | +0.4% | -12.4% | +12.7% | +3.2% |
| 3M | +5.3% | -11.0% | +16.3% | +7.6% |
| 6M | +1.7% | -5.0% | +6.6% | +1.7% |
| YTD | -16.4% | -3.8% | -12.6% | -17.5% |
| 1Y | -20.5% | +25.9% | -46.4% | -26.9% |
| 3Y | +14.2% | +42.2% | -28.0% | -2.0% |
| 5Y | +0.6% | -10.8% | +11.4% | -4.7% |
| All | +282.9% | +20.2% | +262.6% | +231.9% |
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