+17.5%
LUV vs EXEL
+375.2%
-357.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | -12.4% | +11.4% | -23.7% | -14.0% |
| 3M | -11.0% | +4.9% | -15.9% | -11.8% |
| 6M | -5.0% | +34.4% | -39.4% | -9.8% |
| YTD | -3.8% | +28.0% | -31.8% | -8.1% |
| 1Y | +25.9% | +43.6% | -17.7% | +17.5% |
| 3Y | +42.2% | +155.2% | -113.0% | +19.1% |
| 5Y | -10.8% | +181.2% | -191.9% | -27.3% |
| All | +17.5% | +375.2% | -357.7% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling