+29.9%
SPGI vs LUV
+111.1%
-81.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +15.9% | +14.2% | +1.7% | +14.0% |
| 3M | +12.3% | +0.6% | +11.7% | +12.0% |
| 6M | +23.7% | +15.1% | +8.6% | +21.0% |
| YTD | -3.5% | +10.2% | -13.7% | -6.2% |
| 1Y | +0.4% | +38.4% | -38.0% | -5.9% |
| 3Y | +29.9% | +107.5% | -77.6% | +11.7% |
| All | +29.9% | +111.1% | -81.2% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling