+249.6%
LUV vs MXL
+286.3%
-36.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.5% |
| 7D | -0.1% | +16.6% | -16.7% | -2.6% |
| 30D | -14.6% | +0.5% | -15.1% | -15.2% |
| 3M | -5.7% | -3.6% | -2.1% | -8.6% |
| 6M | -8.4% | +328.0% | -336.5% | -36.1% |
| YTD | -5.1% | +297.8% | -303.0% | -33.2% |
| 1Y | +26.6% | +339.4% | -312.8% | -13.3% |
| 3Y | +39.7% | +201.7% | -162.1% | -7.7% |
| 5Y | -12.0% | +32.8% | -44.8% | -34.9% |
| 10Y | +17.3% | +274.8% | -257.5% | -34.7% |
| All | +249.6% | +286.3% | -36.7% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling