+188.8%
SHEL vs LUV
-11.9%
+200.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +4.1% | -1.0% | +5.1% | +4.2% |
| 30D | +8.4% | -12.4% | +20.7% | +9.8% |
| 3M | +13.7% | -11.0% | +24.7% | +14.7% |
| 6M | +12.7% | -5.0% | +17.7% | +12.2% |
| YTD | +35.3% | -3.8% | +39.1% | +33.3% |
| 1Y | +39.4% | +25.9% | +13.4% | +30.5% |
| 3Y | +71.5% | +42.2% | +29.2% | +52.3% |
| All | +188.8% | -11.9% | +200.7% | +180.3% |
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