+64.3%
XLF vs LUV
-11.9%
+76.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.3% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | -1.2% | -12.4% | +11.2% | +2.0% |
| 3M | +9.2% | -11.0% | +20.2% | +11.9% |
| 6M | +16.3% | -5.0% | +21.3% | +16.5% |
| YTD | +5.4% | -3.8% | +9.2% | +4.4% |
| 1Y | +7.6% | +25.9% | -18.3% | -1.4% |
| 3Y | +74.2% | +42.2% | +32.0% | +47.3% |
| All | +64.3% | -11.9% | +76.2% | +57.2% |
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