-1.8%
XRT vs LUV
-14.7%
+12.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -6.9% | -13.4% | +6.5% | -2.1% |
| 3M | -0.4% | -9.6% | +9.2% | +2.7% |
| 6M | +2.2% | -8.9% | +11.1% | +4.4% |
| YTD | -0.7% | -5.2% | +4.5% | -1.6% |
| 1Y | -2.0% | +27.0% | -29.0% | -14.1% |
| 3Y | +41.0% | +39.6% | +1.4% | +10.7% |
| All | -1.8% | -14.7% | +12.8% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling