-70.9%
USO vs LUV
+159.3%
-230.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -0.1% | +11.6% | +11.5% |
| 30D | +24.1% | -14.6% | +38.7% | +25.1% |
| 3M | +17.9% | -5.7% | +23.6% | +17.8% |
| 6M | +49.6% | -8.4% | +58.0% | +49.0% |
| YTD | +129.0% | -5.1% | +134.1% | +126.1% |
| 1Y | +112.0% | +26.6% | +85.4% | +103.0% |
| 3Y | +102.3% | +39.7% | +62.6% | +88.3% |
| 5Y | +224.5% | -12.0% | +236.6% | +214.0% |
| 10Y | +86.9% | +17.3% | +69.7% | +73.4% |
| All | -70.9% | +159.3% | -230.2% | -79.1% |
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 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