+34.5%
QXO vs LUV
+20.2%
+14.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.3% |
| 7D | -7.8% | -1.0% | -6.8% | -7.5% |
| 30D | -18.1% | -12.4% | -5.7% | -14.6% |
| 3M | -25.8% | -11.0% | -14.8% | -22.6% |
| 6M | -41.7% | -5.0% | -36.7% | -40.3% |
| YTD | -36.2% | -3.8% | -32.4% | -35.5% |
| 1Y | -42.1% | +25.9% | -68.0% | -45.9% |
| 3Y | -46.2% | +42.2% | -88.4% | -54.5% |
| 5Y | -70.7% | -10.8% | -60.0% | -72.7% |
| All | +34.5% | +20.2% | +14.2% | +26.8% |
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