+597.9%
XYZ vs LUV
+18.6%
+579.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | 0.0% | -14.6% | +14.6% | +8.0% |
| 3M | +18.7% | -5.7% | +24.4% | +21.6% |
| 6M | +20.5% | -8.4% | +29.0% | +24.5% |
| YTD | +21.5% | -5.1% | +26.6% | +20.2% |
| 1Y | +7.2% | +26.6% | -19.4% | -9.7% |
| 3Y | +49.0% | +39.7% | +9.3% | +11.7% |
| 5Y | -68.1% | -12.0% | -56.1% | -69.1% |
| All | +597.9% | +18.6% | +579.3% | +560.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling