+811.7%
XLB vs LUV
+377.3%
+434.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -0.2% | +3.1% | -3.4% | -1.2% |
| 30D | -1.7% | -17.4% | +15.7% | +3.8% |
| 3M | +4.4% | -4.9% | +9.2% | +5.4% |
| 6M | +5.0% | -5.7% | +10.7% | +5.6% |
| YTD | +15.5% | -5.2% | +20.7% | +14.7% |
| 1Y | +14.9% | +24.1% | -9.2% | +4.7% |
| 3Y | +34.5% | +39.6% | -5.1% | +13.4% |
| 5Y | +36.5% | -12.5% | +49.0% | +29.7% |
| 10Y | +159.6% | +12.9% | +146.7% | +113.8% |
| All | +811.7% | +377.3% | +434.5% | +329.4% |
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