-68.4%
XYZ vs LUV
-12.1%
-56.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +0.7% | -4.4% | -4.1% |
| 30D | +0.5% | -13.4% | +14.0% | +8.9% |
| 3M | +16.3% | -9.6% | +25.9% | +22.3% |
| 6M | +21.1% | -8.9% | +30.0% | +25.8% |
| YTD | +22.0% | -5.2% | +27.1% | +19.7% |
| 1Y | +5.2% | +27.0% | -21.9% | -15.9% |
| 3Y | +49.6% | +39.6% | +9.9% | -1.4% |
| 5Y | -68.4% | -14.4% | -54.0% | -69.4% |
| All | -68.4% | -12.1% | -56.4% | -69.4% |
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