+17.5%
LUV vs XME
+421.4%
-403.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | -1.0% | -4.2% | +3.2% | +1.2% |
| 30D | -12.4% | -2.7% | -9.6% | -11.4% |
| 3M | -11.0% | -3.9% | -7.1% | -9.9% |
| 6M | -5.0% | -1.0% | -4.0% | -6.0% |
| YTD | -3.8% | +9.8% | -13.6% | -11.0% |
| 1Y | +25.9% | +32.5% | -6.6% | +4.1% |
| 3Y | +42.2% | +124.3% | -82.1% | -12.7% |
| 5Y | -10.8% | +165.8% | -176.6% | -52.2% |
| All | +17.5% | +421.4% | -403.9% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling