+59.2%
LUV vs XME
+5.2%
+54.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.2% |
| 7D | +6.8% | -5.5% | +12.2% | +8.7% |
| 30D | +10.9% | -11.1% | +22.0% | +15.1% |
| 3M | -4.2% | -11.1% | +6.9% | -1.2% |
| 6M | +22.1% | -18.0% | +40.1% | +28.1% |
| YTD | +13.8% | -7.4% | +21.2% | +10.1% |
| 1Y | +59.2% | +6.7% | +52.6% | +40.1% |
| All | +59.2% | +5.2% | +54.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling