+889.2%
XLV vs LUV
+384.3%
+504.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.6% | -1.0% | -2.6% | -3.4% |
| 30D | -1.8% | -12.4% | +10.5% | +0.6% |
| 3M | +7.8% | -11.0% | +18.8% | +9.8% |
| 6M | +9.1% | -5.0% | +14.1% | +9.2% |
| YTD | +7.7% | -3.8% | +11.5% | +6.8% |
| 1Y | +20.4% | +25.9% | -5.5% | +12.8% |
| 3Y | +30.8% | +42.2% | -11.5% | +16.2% |
| 5Y | +34.6% | -10.8% | +45.4% | +28.7% |
| 10Y | +173.4% | +19.0% | +154.4% | +132.4% |
| All | +889.2% | +384.3% | +504.9% | +471.0% |
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 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