+632.8%
LYB vs LUV
+247.1%
+385.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.5% |
| 7D | +0.3% | -1.0% | +1.2% | +0.6% |
| 30D | +2.5% | -12.4% | +14.8% | +7.4% |
| 3M | +1.4% | -11.0% | +12.4% | +4.4% |
| 6M | -3.5% | -5.0% | +1.5% | -6.2% |
| YTD | +52.0% | -3.8% | +55.8% | +43.6% |
| 1Y | +22.1% | +25.9% | -3.9% | +1.5% |
| 3Y | -22.8% | +42.2% | -65.0% | -42.4% |
| 5Y | -3.4% | -10.8% | +7.4% | -13.8% |
| 10Y | +47.4% | +19.0% | +28.4% | +8.9% |
| All | +632.8% | +247.1% | +385.8% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling