+5,223.3%
LUV vs EXPD
+31,808.5%
-26,585.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | +14.0% | +0.6% | +13.4% | +13.8% |
| 3M | +2.6% | +9.8% | -7.2% | -0.3% |
| 6M | +17.3% | +25.8% | -8.5% | +9.5% |
| YTD | +14.0% | +31.3% | -17.3% | +4.3% |
| 1Y | +47.9% | +40.9% | +6.9% | +32.6% |
| 3Y | +114.0% | +74.7% | +39.2% | +79.0% |
| 5Y | +3.2% | +62.9% | -59.7% | -12.8% |
| 10Y | +20.0% | +334.3% | -314.3% | -22.5% |
| All | +5,223.3% | +31,808.5% | -26,585.2% | +1,918.4% |
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