+17.3%
LUV vs EXPD
+316.4%
-299.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.6% |
| 7D | +0.7% | +1.2% | -0.5% | +0.1% |
| 30D | -13.4% | +5.2% | -18.7% | -15.6% |
| 3M | -9.6% | +13.2% | -22.8% | -15.2% |
| 6M | -8.9% | +30.3% | -39.2% | -20.7% |
| YTD | -5.2% | +27.0% | -32.2% | -17.2% |
| 1Y | +27.0% | +57.3% | -30.3% | -1.3% |
| 3Y | +39.6% | +70.0% | -30.4% | +2.3% |
| 5Y | -14.4% | +61.6% | -76.0% | -37.8% |
| 10Y | +17.3% | +321.1% | -303.8% | -51.0% |
| All | +17.3% | +316.4% | -299.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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