+59.2%
LUV vs EXEL
+92.4%
-33.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.7% |
| 7D | +6.8% | +9.8% | -3.0% | +4.2% |
| 30D | +10.9% | +23.6% | -12.7% | +4.9% |
| 3M | -4.2% | +29.9% | -34.1% | -10.6% |
| 6M | +22.1% | +64.7% | -42.6% | +7.2% |
| YTD | +13.8% | +66.0% | -52.2% | -1.0% |
| 1Y | +59.2% | +92.0% | -32.7% | +27.7% |
| All | +59.2% | +92.4% | -33.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling