+426.2%
LUV vs XYL
+459.9%
-33.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +0.7% | +0.8% | -0.2% | +0.1% |
| 30D | -13.4% | -10.8% | -2.6% | -8.1% |
| 3M | -9.6% | -2.5% | -7.0% | -8.6% |
| 6M | -8.9% | -12.2% | +3.3% | -2.8% |
| YTD | -5.2% | -20.1% | +14.9% | +6.2% |
| 1Y | +27.0% | -20.6% | +47.7% | +42.5% |
| 3Y | +39.6% | +17.3% | +22.3% | +25.7% |
| 5Y | -14.4% | -14.5% | +0.1% | -11.5% |
| 10Y | +17.3% | +150.2% | -132.9% | -26.8% |
| All | +426.2% | +459.9% | -33.7% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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