+57.4%
XLE vs LUV
+38.8%
+18.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +6.6% | -14.6% | +21.2% | +7.4% |
| 3M | +12.3% | -5.7% | +18.0% | +12.1% |
| 6M | +18.4% | -8.4% | +26.8% | +18.3% |
| YTD | +47.2% | -5.1% | +52.4% | +45.3% |
| 1Y | +50.3% | +26.6% | +23.7% | +40.9% |
| All | +57.4% | +38.8% | +18.6% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling