+411.2%
XLF vs LUV
+377.5%
+33.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -1.6% | -14.6% | +13.0% | +4.3% |
| 3M | +9.3% | -5.7% | +15.0% | +10.9% |
| 6M | +14.6% | -8.4% | +23.0% | +16.3% |
| YTD | +4.7% | -5.1% | +9.9% | +3.5% |
| 1Y | +8.6% | +26.6% | -17.9% | -4.7% |
| 3Y | +73.9% | +39.7% | +34.2% | +38.3% |
| 5Y | +65.0% | -12.0% | +77.1% | +53.1% |
| 10Y | +250.4% | +17.3% | +233.1% | +167.8% |
| All | +411.2% | +377.5% | +33.7% | +93.8% |
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