-100.0%
SQQQ vs LUV
+300.6%
-400.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -1.4% |
| 7D | +1.8% | -1.0% | +2.8% | +1.1% |
| 30D | +4.2% | -12.4% | +16.5% | -6.1% |
| 3M | -3.3% | -11.0% | +7.7% | -10.1% |
| 6M | -43.6% | -5.0% | -38.7% | -42.2% |
| YTD | -41.9% | -3.8% | -38.1% | -39.2% |
| 1Y | -50.6% | +25.9% | -76.5% | -34.3% |
| 3Y | -89.3% | +42.2% | -131.5% | -80.6% |
| 5Y | -94.8% | -10.8% | -84.0% | -91.9% |
| 10Y | -100.0% | +19.0% | -118.9% | -99.9% |
| All | -100.0% | +300.6% | -400.6% | -100.0% |
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