-12.5%
LUV vs EXPD
+60.9%
-73.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | +3.1% | -0.9% | +4.0% | +3.5% |
| 30D | -17.4% | +4.1% | -21.5% | -18.8% |
| 3M | -4.9% | +13.8% | -18.7% | -9.8% |
| 6M | -5.7% | +27.3% | -33.0% | -14.8% |
| YTD | -5.2% | +25.4% | -30.6% | -14.5% |
| 1Y | +24.1% | +54.4% | -30.2% | +2.0% |
| 3Y | +39.6% | +67.9% | -28.3% | +8.9% |
| 5Y | -12.5% | +59.2% | -71.6% | -37.1% |
| All | -12.5% | +60.9% | -73.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling