+66.2%
XYZ vs LUV
+113.3%
-47.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.6% | +6.6% | +6.0% | +10.3% |
| 30D | +10.8% | +11.2% | -0.4% | +6.8% |
| 3M | +8.4% | +3.6% | +4.7% | +6.9% |
| 6M | +14.3% | +13.1% | +1.2% | +9.2% |
| YTD | +31.5% | +13.6% | +17.9% | +23.2% |
| 1Y | +28.1% | +44.4% | -16.2% | +9.1% |
| 3Y | +66.2% | +113.2% | -47.0% | +6.8% |
| All | +66.2% | +113.3% | -47.1% | +6.8% |
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 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