+52.6%
XOM vs LUV
+57.3%
-4.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.8% | -11.5% | -3.0% |
| 7D | -7.0% | +6.8% | -13.8% | -5.4% |
| 30D | +3.2% | +10.9% | -7.7% | +6.1% |
| 3M | +10.7% | -4.2% | +14.9% | +10.7% |
| 6M | +11.6% | +22.1% | -10.5% | +17.0% |
| YTD | +43.5% | +13.8% | +29.7% | +49.1% |
| 1Y | +52.6% | +59.2% | -6.6% | +62.8% |
| All | +52.6% | +57.3% | -4.7% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling