+40.4%
EXC vs LUV
-0.2%
+40.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | +8.6% | +14.2% | -5.7% | +7.5% |
| 3M | +2.4% | +0.6% | +1.8% | +2.2% |
| 6M | +6.5% | +15.1% | -8.6% | +5.1% |
| YTD | +9.0% | +10.2% | -1.1% | +7.4% |
| 1Y | +4.6% | +38.4% | -33.9% | +0.6% |
| 3Y | +33.5% | +107.5% | -74.0% | +18.8% |
| All | +40.4% | -0.2% | +40.7% | +37.1% |
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 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