+157.2%
EXC vs LUV
+18.6%
+138.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.4% | -14.6% | +12.2% | +0.2% |
| 3M | -4.0% | -5.7% | +1.7% | -3.4% |
| 6M | -9.8% | -8.4% | -1.4% | -9.2% |
| YTD | +2.3% | -5.1% | +7.4% | +1.4% |
| 1Y | +3.8% | +26.6% | -22.7% | -3.1% |
| 3Y | +19.7% | +39.7% | -19.9% | +5.3% |
| 5Y | +45.6% | -12.0% | +57.6% | +40.0% |
| All | +157.2% | +18.6% | +138.6% | +125.1% |
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