+267.4%
LUV vs EXR
+3,081.1%
-2,813.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | +14.2% | +18.2% | -4.0% | +7.2% |
| 3M | +0.6% | +7.3% | -6.7% | -2.0% |
| 6M | +15.1% | +13.8% | +1.2% | +9.3% |
| YTD | +10.2% | +25.9% | -15.7% | +0.8% |
| 1Y | +38.4% | +25.8% | +12.6% | +26.7% |
| 3Y | +107.5% | +53.7% | +53.8% | +72.8% |
| 5Y | +1.1% | -1.8% | +2.9% | -3.2% |
| 10Y | +16.0% | +214.5% | -198.5% | -32.3% |
| All | +267.4% | +3,081.1% | -2,813.6% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling