-12.3%
LUV vs EXEL
+180.6%
-192.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | -1.0% | -4.9% | +3.9% | +0.1% |
| 30D | -12.4% | +11.4% | -23.7% | -14.5% |
| 3M | -11.0% | +4.9% | -15.9% | -12.1% |
| 6M | -5.0% | +34.4% | -39.4% | -11.4% |
| YTD | -3.8% | +28.0% | -31.8% | -9.5% |
| 1Y | +25.9% | +43.6% | -17.7% | +14.9% |
| 3Y | +42.2% | +155.2% | -113.0% | +10.8% |
| All | -12.3% | +180.6% | -192.9% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling