+135.4%
XLP vs LUV
+23.0%
+112.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.3% | +6.6% | -4.3% | +1.5% |
| 30D | +9.1% | +11.2% | -2.1% | +7.5% |
| 3M | +7.9% | +3.6% | +4.2% | +7.2% |
| 6M | +9.6% | +13.1% | -3.5% | +7.4% |
| YTD | +19.4% | +13.6% | +5.9% | +16.0% |
| 1Y | +22.4% | +44.4% | -22.0% | +14.8% |
| 3Y | +43.2% | +113.2% | -70.0% | +23.1% |
| 5Y | +42.6% | +1.5% | +41.0% | +36.5% |
| 10Y | +135.4% | +20.2% | +115.3% | +112.4% |
| All | +135.4% | +23.0% | +112.5% | +112.4% |
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