+74.5%
GDXJ vs LUV
+413.7%
-339.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.8% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | +5.0% | -12.4% | +17.3% | +7.0% |
| 3M | +24.1% | -11.0% | +35.1% | +26.1% |
| 6M | -7.4% | -5.0% | -2.4% | -6.8% |
| YTD | +10.2% | -3.8% | +14.0% | +10.0% |
| 1Y | +42.5% | +25.9% | +16.6% | +36.5% |
| 3Y | +285.7% | +42.2% | +243.5% | +255.5% |
| 5Y | +231.9% | -10.8% | +242.6% | +222.4% |
| 10Y | +230.0% | +19.0% | +211.0% | +200.1% |
| All | +74.5% | +413.7% | -339.2% | +1.2% |
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 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