-14.4%
LUV vs EXR
-13.9%
-0.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.9% |
| 7D | +0.7% | -3.1% | +3.7% | +1.7% |
| 30D | -13.4% | -7.5% | -5.9% | -11.0% |
| 3M | -9.6% | -7.5% | -2.1% | -7.2% |
| 6M | -8.9% | -5.2% | -3.7% | -7.3% |
| YTD | -5.2% | +6.5% | -11.7% | -7.2% |
| 1Y | +27.0% | -2.0% | +29.1% | +27.6% |
| 3Y | +39.6% | +21.5% | +18.1% | +29.2% |
| 5Y | -14.4% | -11.5% | -2.9% | -15.4% |
| All | -14.4% | -13.9% | -0.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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