-4.9%
LYB vs LUV
-11.9%
+7.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.2% |
| 7D | +0.3% | -1.0% | +1.2% | +0.4% |
| 30D | +2.5% | -12.4% | +14.8% | +4.9% |
| 3M | +1.4% | -11.0% | +12.4% | +2.8% |
| 6M | -3.5% | -5.0% | +1.5% | -5.1% |
| YTD | +52.0% | -3.8% | +55.8% | +46.5% |
| 1Y | +22.1% | +25.9% | -3.9% | +6.9% |
| 3Y | -22.8% | +42.2% | -65.0% | -36.9% |
| All | -4.9% | -11.9% | +7.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 5y: compounded portfolio wealth divided by compounded LUV 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…
5y analysis · Full analysis span regression · 6 months rolling