+121.0%
QLD vs LUV
-10.8%
+131.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.8% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | -0.1% | -18.4% | +18.3% | +10.5% |
| 3M | -8.4% | -3.2% | -5.1% | -7.3% |
| 6M | +32.2% | -14.8% | +47.0% | +41.5% |
| YTD | +28.9% | -2.9% | +31.8% | +25.9% |
| 1Y | +43.8% | +29.6% | +14.2% | +18.1% |
| 3Y | +176.6% | +35.2% | +141.4% | +103.9% |
| All | +121.0% | -10.8% | +131.8% | +109.0% |
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