+279.8%
OKE vs LUV
+20.5%
+259.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +2.1% | -10.3% | +12.4% | +5.7% |
| 3M | +8.3% | -12.7% | +21.0% | +12.2% |
| 6M | +16.3% | +2.9% | +13.4% | +11.5% |
| YTD | +37.0% | -3.1% | +40.1% | +31.4% |
| 1Y | +40.0% | +27.1% | +12.9% | +19.3% |
| 3Y | +64.7% | +45.6% | +19.1% | +23.4% |
| 5Y | +139.5% | -10.4% | +149.9% | +117.2% |
| 10Y | +279.8% | +21.4% | +258.4% | +221.3% |
| All | +279.8% | +20.5% | +259.4% | +221.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling