+42.2%
LUV vs XHB
+23.1%
+19.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.3% |
| 7D | -1.0% | -4.6% | +3.7% | +2.3% |
| 30D | -12.4% | -9.1% | -3.2% | -6.5% |
| 3M | -11.0% | -8.6% | -2.4% | -5.5% |
| 6M | -5.0% | -4.0% | -1.0% | -2.1% |
| YTD | -3.8% | -3.9% | +0.2% | -0.6% |
| 1Y | +25.9% | -16.5% | +42.4% | +40.5% |
| 3Y | +42.2% | +22.6% | +19.7% | +16.8% |
| All | +42.2% | +23.1% | +19.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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