+60.5%
XOM vs LUV
+40.8%
+19.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.5% |
| 7D | +4.1% | -1.0% | +5.0% | +4.1% |
| 30D | +4.6% | -12.4% | +16.9% | +4.6% |
| 3M | +14.0% | -11.0% | +24.9% | +13.8% |
| 6M | +11.0% | -5.0% | +15.9% | +10.6% |
| YTD | +40.7% | -3.8% | +44.5% | +39.3% |
| 1Y | +52.3% | +25.9% | +26.4% | +46.1% |
| 3Y | +60.5% | +42.2% | +18.2% | +36.9% |
| All | +60.5% | +40.8% | +19.7% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling