+5,202.7%
LUV vs EXPD
+30,988.6%
-25,786.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | +5.3% | -5.5% | +10.8% | +7.0% |
| 30D | +11.1% | -1.9% | +13.0% | +11.7% |
| 3M | -1.1% | +6.1% | -7.2% | -3.0% |
| 6M | +13.1% | +21.6% | -8.5% | +6.6% |
| YTD | +13.5% | +27.9% | -14.4% | +4.7% |
| 1Y | +45.2% | +39.4% | +5.8% | +30.7% |
| 3Y | +111.4% | +72.7% | +38.7% | +77.5% |
| 5Y | -0.9% | +60.3% | -61.2% | -15.8% |
| 10Y | +23.7% | +332.6% | -308.9% | -20.0% |
| All | +5,202.7% | +30,988.6% | -25,786.0% | +1,925.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling