+40.2%
LUV vs CLX
-35.7%
+76.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | -0.1% | -5.9% | +5.8% | +1.7% |
| 30D | -14.6% | -17.0% | +2.4% | -9.8% |
| 3M | -5.7% | -9.6% | +3.9% | -3.1% |
| 6M | -8.4% | -21.5% | +13.1% | -2.8% |
| YTD | -5.1% | -8.8% | +3.7% | -3.0% |
| 1Y | +26.6% | -24.7% | +51.3% | +35.1% |
| All | +40.2% | -35.7% | +76.0% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling