+42.2%
LUV vs MXL
+222.8%
-180.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +0.7% |
| 7D | -1.0% | +18.9% | -19.8% | -2.6% |
| 30D | -12.4% | +0.3% | -12.7% | -12.6% |
| 3M | -11.0% | -8.0% | -2.9% | -12.2% |
| 6M | -5.0% | +341.2% | -346.2% | -24.8% |
| YTD | -3.8% | +327.8% | -331.6% | -23.8% |
| 1Y | +25.9% | +364.9% | -339.0% | -2.0% |
| 3Y | +42.2% | +229.2% | -187.0% | +0.1% |
| All | +42.2% | +222.8% | -180.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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