+29.6%
LUV vs XLRE
+9.1%
+20.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.1% |
| 7D | +0.4% | -1.2% | +1.7% | +1.7% |
| 30D | -18.4% | -2.8% | -15.6% | -15.8% |
| 3M | -3.2% | -0.2% | -3.0% | -3.7% |
| 6M | -14.8% | +1.9% | -16.8% | -17.7% |
| YTD | -2.9% | +10.6% | -13.4% | -13.8% |
| 1Y | +29.6% | +8.8% | +20.8% | +15.8% |
| All | +29.6% | +9.1% | +20.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling