+179.3%
EXE vs LUV
-18.2%
+197.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -1.8% | +3.1% | -4.9% | -2.3% |
| 30D | +6.4% | -17.4% | +23.8% | +9.5% |
| 3M | +9.2% | -4.9% | +14.1% | +9.3% |
| 6M | -7.0% | -5.7% | -1.3% | -7.3% |
| YTD | -9.5% | -5.2% | -4.3% | -11.0% |
| 1Y | +6.2% | +24.1% | -17.9% | -2.5% |
| 3Y | +20.7% | +39.6% | -18.9% | +2.5% |
| 5Y | +103.6% | -12.5% | +116.1% | +97.0% |
| All | +179.3% | -18.2% | +197.5% | +180.9% |
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