+855.0%
EXPE vs LUV
+225.7%
+629.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.8% |
| 7D | -9.5% | +0.4% | -9.9% | -9.7% |
| 30D | -6.6% | -18.4% | +11.8% | +3.4% |
| 3M | +31.4% | -3.2% | +34.6% | +32.6% |
| 6M | +35.2% | -14.8% | +50.0% | +43.4% |
| YTD | +5.8% | -2.9% | +8.7% | +2.9% |
| 1Y | +38.7% | +29.6% | +9.1% | +15.9% |
| 3Y | +175.8% | +35.2% | +140.6% | +112.8% |
| 5Y | +111.8% | -11.7% | +123.5% | +105.1% |
| 10Y | +179.7% | +21.6% | +158.1% | +121.8% |
| All | +855.0% | +225.7% | +629.3% | +315.1% |
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 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