+169.7%
EXE vs LUV
-17.0%
+186.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -3.1% | -1.0% | -2.2% | -3.0% |
| 30D | -0.9% | -12.4% | +11.4% | +1.1% |
| 3M | +9.6% | -11.0% | +20.5% | +11.0% |
| 6M | -11.6% | -5.0% | -6.6% | -12.0% |
| YTD | -12.6% | -3.8% | -8.8% | -14.2% |
| 1Y | +1.2% | +25.9% | -24.7% | -7.3% |
| 3Y | +18.0% | +42.2% | -24.2% | -0.2% |
| 5Y | +101.1% | -10.8% | +111.9% | +93.8% |
| All | +169.7% | -17.0% | +186.7% | +170.6% |
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