+248.8%
XLF vs LUV
+20.2%
+228.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.2% |
| 7D | -1.5% | -1.0% | -0.5% | -1.1% |
| 30D | -1.2% | -12.4% | +11.2% | +3.2% |
| 3M | +9.2% | -11.0% | +20.2% | +12.9% |
| 6M | +16.3% | -5.0% | +21.3% | +16.5% |
| YTD | +5.4% | -3.8% | +9.2% | +3.9% |
| 1Y | +7.6% | +25.9% | -18.3% | -4.3% |
| 3Y | +74.2% | +42.2% | +32.0% | +39.9% |
| 5Y | +66.1% | -10.8% | +76.9% | +56.1% |
| All | +248.8% | +20.2% | +228.6% | +192.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling