+1,106.7%
XLY vs LUV
+384.3%
+722.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -4.2% | -12.4% | +8.2% | -0.2% |
| 3M | -2.7% | -11.0% | +8.3% | +0.6% |
| 6M | -0.6% | -5.0% | +4.3% | 0.0% |
| YTD | -5.0% | -3.8% | -1.2% | -6.0% |
| 1Y | -4.1% | +25.9% | -30.0% | -13.4% |
| 3Y | +33.6% | +42.2% | -8.6% | +11.3% |
| 5Y | +28.7% | -10.8% | +39.5% | +22.8% |
| 10Y | +219.6% | +19.0% | +200.7% | +156.5% |
| All | +1,106.7% | +384.3% | +722.4% | +461.3% |
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