+12.2%
LUV vs EXPD
+335.0%
-322.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +1.1% | +5.5% | -4.4% | -1.5% |
| 30D | +14.2% | -0.8% | +15.0% | +14.5% |
| 3M | +0.6% | +4.1% | -3.5% | -1.6% |
| 6M | +15.1% | +25.7% | -10.6% | +2.3% |
| YTD | +10.2% | +31.4% | -21.2% | -5.7% |
| 1Y | +38.4% | +42.2% | -3.7% | +13.8% |
| 3Y | +107.5% | +77.2% | +30.3% | +48.5% |
| 5Y | +1.1% | +61.0% | -59.9% | -25.8% |
| All | +12.2% | +335.0% | -322.8% | -52.2% |
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