+819.0%
SPYM vs LUV
+173.3%
+645.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +0.7% | -1.0% | -0.5% |
| 30D | -1.4% | -13.4% | +12.1% | +2.1% |
| 3M | +3.7% | -9.6% | +13.3% | +5.9% |
| 6M | +13.0% | -8.9% | +21.9% | +14.6% |
| YTD | +12.5% | -5.2% | +17.6% | +11.8% |
| 1Y | +18.6% | +27.0% | -8.4% | +8.9% |
| 3Y | +78.0% | +39.6% | +38.4% | +53.9% |
| 5Y | +82.3% | -14.4% | +96.7% | +75.6% |
| 10Y | +322.9% | +17.3% | +305.6% | +255.2% |
| All | +819.0% | +173.3% | +645.7% | +429.0% |
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