+20.2%
LUV vs EXPD
+329.8%
-309.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +6.6% | -7.4% | +14.0% | +10.5% |
| 30D | +11.2% | -2.1% | +13.3% | +12.2% |
| 3M | +3.6% | +5.7% | -2.0% | +0.5% |
| 6M | +13.1% | +21.4% | -8.2% | +2.3% |
| YTD | +13.6% | +27.6% | -14.0% | -1.4% |
| 1Y | +44.4% | +36.1% | +8.2% | +21.2% |
| 3Y | +113.2% | +69.9% | +43.3% | +55.7% |
| 5Y | +1.5% | +59.7% | -58.1% | -25.3% |
| 10Y | +20.2% | +323.0% | -302.9% | -49.6% |
| All | +20.2% | +329.8% | -309.7% | -49.6% |
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