+17.5%
LUV vs CLX
-3.7%
+21.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.5% |
| 7D | -1.0% | -5.7% | +4.7% | -0.3% |
| 30D | -12.4% | -17.0% | +4.7% | -10.5% |
| 3M | -11.0% | -9.7% | -1.3% | -10.0% |
| 6M | -5.0% | -19.8% | +14.9% | -3.1% |
| YTD | -3.8% | -9.8% | +6.1% | -2.7% |
| 1Y | +25.9% | -26.2% | +52.1% | +29.0% |
| 3Y | +42.2% | -36.2% | +78.4% | +46.4% |
| 5Y | -10.8% | -38.3% | +27.6% | -8.9% |
| All | +17.5% | -3.7% | +21.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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