+42.2%
LUV vs XME
+122.1%
-79.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | -1.0% | -4.2% | +3.2% | +1.0% |
| 30D | -12.4% | -2.7% | -9.6% | -11.5% |
| 3M | -11.0% | -3.9% | -7.1% | -10.0% |
| 6M | -5.0% | -1.0% | -4.0% | -6.2% |
| YTD | -3.8% | +9.8% | -13.6% | -11.7% |
| 1Y | +25.9% | +32.5% | -6.6% | +1.7% |
| 3Y | +42.2% | +124.3% | -82.1% | -18.8% |
| All | +42.2% | +122.1% | -79.8% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling