+31.5%
OXY vs LUV
+24.6%
+6.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -0.3% |
| 7D | +1.6% | +0.4% | +1.2% | +1.8% |
| 30D | +11.6% | -18.4% | +30.0% | +5.6% |
| 3M | +2.8% | -3.2% | +6.0% | +2.2% |
| 6M | +13.0% | -14.8% | +27.9% | +13.6% |
| YTD | +47.4% | -2.9% | +50.2% | +46.1% |
| 1Y | +31.5% | +29.6% | +1.9% | +24.2% |
| All | +31.5% | +24.6% | +6.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling