+6.4%
OXY vs LUV
+20.2%
-13.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +2.8% | -1.0% | +3.8% | +3.2% |
| 30D | +5.5% | -12.4% | +17.8% | +10.2% |
| 3M | +11.3% | -11.0% | +22.3% | +14.3% |
| 6M | +11.6% | -5.0% | +16.6% | +8.7% |
| YTD | +51.6% | -3.8% | +55.3% | +43.4% |
| 1Y | +36.2% | +25.9% | +10.3% | +12.9% |
| 3Y | +1.7% | +42.2% | -40.5% | -26.9% |
| 5Y | +164.5% | -10.8% | +175.2% | +131.8% |
| All | +6.4% | +20.2% | -13.8% | -13.5% |
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