+2,543.2%
SHEL vs LUV
+4,377.3%
-1,834.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.0% | -14.6% | +21.6% | +9.9% |
| 3M | +12.5% | -5.7% | +18.2% | +13.0% |
| 6M | +14.8% | -8.4% | +23.2% | +15.0% |
| YTD | +34.2% | -5.1% | +39.3% | +32.6% |
| 1Y | +37.0% | +26.6% | +10.4% | +27.5% |
| 3Y | +70.9% | +39.7% | +31.2% | +51.8% |
| 5Y | +192.5% | -12.0% | +204.6% | +179.7% |
| 10Y | +208.5% | +17.3% | +191.2% | +175.2% |
| All | +2,543.2% | +4,377.3% | -1,834.1% | +1,573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling