+120.8%
EXPE vs LUV
+111.1%
+9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | -6.1% | +14.2% | -20.3% | -10.6% |
| 3M | -21.3% | +0.6% | -21.9% | -21.4% |
| 6M | +19.0% | +15.1% | +3.9% | +12.4% |
| YTD | -8.4% | +10.2% | -18.6% | -14.6% |
| 1Y | -2.8% | +38.4% | -41.2% | -18.1% |
| 3Y | +120.8% | +107.5% | +13.3% | +46.1% |
| All | +120.8% | +111.1% | +9.7% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling