+533.2%
XYZ vs LUV
-2.9%
+536.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.7% | -18.4% | +16.7% | +8.4% |
| 3M | +16.7% | -3.2% | +20.0% | +17.9% |
| 6M | +26.9% | -14.8% | +41.7% | +35.1% |
| YTD | +27.1% | -2.9% | +30.0% | +24.4% |
| 1Y | +9.3% | +29.6% | -20.3% | -8.8% |
| 3Y | +42.3% | +35.2% | +7.1% | +9.3% |
| 5Y | -69.3% | -11.7% | -57.6% | -70.3% |
| 10Y | +586.8% | +21.6% | +565.2% | +462.0% |
| All | +533.2% | -2.9% | +536.1% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling