+4,330.0%
LUV vs CLX
+2,294.7%
+2,035.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +0.7% | -4.9% | +5.6% | +1.9% |
| 30D | -13.4% | -15.8% | +2.4% | -9.6% |
| 3M | -9.6% | -7.9% | -1.7% | -7.9% |
| 6M | -8.9% | -19.0% | +10.1% | -4.3% |
| YTD | -5.2% | -7.9% | +2.8% | -3.6% |
| 1Y | +27.0% | -25.4% | +52.4% | +35.7% |
| 3Y | +39.6% | -35.0% | +74.7% | +52.9% |
| 5Y | -14.4% | -36.8% | +22.3% | -7.6% |
| 10Y | +17.3% | -1.4% | +18.7% | +4.2% |
| All | +4,330.0% | +2,294.7% | +2,035.3% | +1,323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling