+33.4%
XLB vs LUV
-14.7%
+48.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -4.7% | -14.6% | +9.9% | -1.0% |
| 3M | +2.7% | -5.7% | +8.4% | +3.8% |
| 6M | +2.6% | -8.4% | +11.0% | +3.8% |
| YTD | +12.8% | -5.1% | +18.0% | +12.2% |
| 1Y | +14.0% | +26.6% | -12.6% | +4.6% |
| 3Y | +31.5% | +39.7% | -8.2% | +12.6% |
| 5Y | +33.4% | -12.0% | +45.4% | +25.9% |
| All | +33.4% | -14.7% | +48.1% | +25.9% |
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