+15.6%
LUV vs XLRE
+109.5%
-94.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | -1.0% | -1.2% | +0.2% | -0.1% |
| 30D | -12.4% | -2.4% | -9.9% | -10.8% |
| 3M | -11.0% | -2.5% | -8.5% | -9.5% |
| 6M | -5.0% | +4.0% | -9.0% | -7.7% |
| YTD | -3.8% | +9.3% | -13.1% | -9.7% |
| 1Y | +25.9% | +5.6% | +20.3% | +21.2% |
| 3Y | +42.2% | +31.3% | +11.0% | +16.6% |
| 5Y | -10.8% | +9.5% | -20.3% | -17.7% |
| 10Y | +19.0% | +89.0% | -70.0% | -22.7% |
| All | +15.6% | +109.5% | -94.0% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling