+71.5%
SHEL vs LUV
+40.8%
+30.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +4.1% | -1.0% | +5.1% | +4.1% |
| 30D | +8.4% | -12.4% | +20.7% | +8.9% |
| 3M | +13.7% | -11.0% | +24.7% | +13.9% |
| 6M | +12.7% | -5.0% | +17.7% | +12.3% |
| YTD | +35.3% | -3.8% | +39.1% | +33.7% |
| 1Y | +39.4% | +25.9% | +13.4% | +32.9% |
| 3Y | +71.5% | +42.2% | +29.2% | +54.1% |
| All | +71.5% | +40.8% | +30.7% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling