+31.0%
SWKS vs LUV
+13.6%
+17.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.7% |
| 7D | +11.8% | +3.1% | +8.7% | +10.6% |
| 30D | +6.7% | -17.4% | +24.2% | +14.5% |
| 3M | 0.0% | -4.9% | +4.9% | +1.5% |
| 6M | +38.7% | -5.7% | +44.4% | +39.5% |
| YTD | +21.4% | -5.2% | +26.5% | +20.2% |
| 1Y | +2.9% | +24.1% | -21.2% | -9.0% |
| 3Y | -16.4% | +39.6% | -56.0% | -32.5% |
| 5Y | -51.2% | -12.5% | -38.7% | -53.8% |
| 10Y | +31.0% | +12.9% | +18.1% | +10.2% |
| All | +31.0% | +13.6% | +17.4% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling