+261.3%
LUV vs EXEL
+264.7%
-3.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | +3.1% | +1.4% | +1.7% | +2.9% |
| 30D | -17.4% | +6.7% | -24.1% | -18.2% |
| 3M | -4.9% | +11.5% | -16.3% | -6.3% |
| 6M | -5.7% | +38.8% | -44.5% | -9.9% |
| YTD | -5.2% | +31.6% | -36.8% | -8.9% |
| 1Y | +24.1% | +53.0% | -28.9% | +16.6% |
| 3Y | +39.6% | +160.8% | -121.2% | +20.9% |
| 5Y | -12.5% | +190.1% | -202.6% | -25.9% |
| 10Y | +12.9% | +367.0% | -354.0% | -15.6% |
| All | +261.3% | +264.7% | -3.4% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling