+378.1%
PSX vs LUV
+20.2%
+357.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.1% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | +15.6% | -12.4% | +28.0% | +20.8% |
| 3M | +46.5% | -11.0% | +57.4% | +50.9% |
| 6M | +55.0% | -5.0% | +60.0% | +52.8% |
| YTD | +105.3% | -3.8% | +109.1% | +97.8% |
| 1Y | +101.6% | +25.9% | +75.7% | +72.2% |
| 3Y | +134.1% | +42.2% | +91.9% | +78.4% |
| 5Y | +368.7% | -10.8% | +379.5% | +327.1% |
| All | +378.1% | +20.2% | +357.9% | +301.4% |
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