+147.9%
OXY vs LUV
-11.9%
+159.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +2.8% | -1.0% | +3.8% | +2.9% |
| 30D | +5.5% | -12.4% | +17.8% | +6.7% |
| 3M | +11.3% | -11.0% | +22.3% | +12.0% |
| 6M | +11.6% | -5.0% | +16.6% | +10.6% |
| YTD | +51.6% | -3.8% | +55.3% | +48.1% |
| 1Y | +36.2% | +25.9% | +10.3% | +25.0% |
| 3Y | +1.7% | +42.2% | -40.5% | -12.1% |
| All | +147.9% | -11.9% | +159.8% | +141.2% |
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 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