-7.7%
SRE vs LUV
+57.3%
-65.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.8% | -9.7% | -3.0% |
| 7D | -2.1% | +6.8% | -8.9% | -2.2% |
| 30D | +6.1% | +10.9% | -4.9% | +5.8% |
| 3M | -3.5% | -4.2% | +0.7% | -3.4% |
| 6M | -10.8% | +22.1% | -32.9% | -11.2% |
| YTD | -4.0% | +13.8% | -17.8% | -5.4% |
| 1Y | -7.7% | +59.2% | -66.9% | -11.2% |
| All | -7.7% | +57.3% | -65.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling