+219.2%
CVX vs LUV
+20.2%
+198.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +2.6% | -1.0% | +3.6% | +2.8% |
| 30D | +9.8% | -12.4% | +22.2% | +13.3% |
| 3M | +16.2% | -11.0% | +27.2% | +18.6% |
| 6M | +13.6% | -5.0% | +18.6% | +12.3% |
| YTD | +44.4% | -3.8% | +48.2% | +40.2% |
| 1Y | +40.6% | +25.9% | +14.7% | +24.6% |
| 3Y | +48.2% | +42.2% | +5.9% | +19.5% |
| 5Y | +172.3% | -10.8% | +183.0% | +150.7% |
| All | +219.2% | +20.2% | +198.9% | +169.4% |
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