+160.0%
EXPE vs LUV
+20.2%
+139.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | -5.8% | -1.0% | -4.8% | -5.2% |
| 30D | -13.6% | -12.4% | -1.3% | -6.9% |
| 3M | +25.2% | -11.0% | +36.2% | +32.8% |
| 6M | +22.3% | -5.0% | +27.3% | +23.8% |
| YTD | -0.3% | -3.8% | +3.5% | -3.2% |
| 1Y | +27.8% | +25.9% | +1.9% | +5.1% |
| 3Y | +162.4% | +42.2% | +120.2% | +84.6% |
| 5Y | +95.8% | -10.8% | +106.6% | +85.8% |
| All | +160.0% | +20.2% | +139.8% | +111.9% |
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 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