+102.9%
XLP vs LUV
+13.6%
+89.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -1.4% | +3.1% | -4.6% | -1.8% |
| 30D | -1.3% | -17.4% | +16.1% | +1.1% |
| 3M | +1.8% | -4.9% | +6.7% | +2.2% |
| 6M | -0.8% | -5.7% | +4.9% | -0.7% |
| YTD | +9.5% | -5.2% | +14.7% | +9.0% |
| 1Y | +7.2% | +24.1% | -17.0% | +2.5% |
| 3Y | +27.1% | +39.6% | -12.5% | +16.6% |
| 5Y | +32.0% | -12.5% | +44.5% | +28.6% |
| 10Y | +102.9% | +12.9% | +90.0% | +83.0% |
| All | +102.9% | +13.6% | +89.3% | +83.0% |
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