+1,526.3%
SRE vs LUV
+435.2%
+1,091.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +0.8% | -13.4% | +14.3% | +3.4% |
| 3M | -5.8% | -9.6% | +3.8% | -4.5% |
| 6M | -7.8% | -8.9% | +1.1% | -7.1% |
| YTD | -2.4% | -5.2% | +2.8% | -3.1% |
| 1Y | +8.9% | +27.0% | -18.1% | +2.0% |
| 3Y | +31.1% | +39.6% | -8.6% | +17.5% |
| 5Y | +48.6% | -14.4% | +63.0% | +43.5% |
| 10Y | +126.1% | +17.3% | +108.9% | +97.6% |
| All | +1,526.3% | +435.2% | +1,091.1% | +945.9% |
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 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