+178.0%
LUV vs XME
+244.0%
-65.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.3% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -13.4% | +1.4% | -14.9% | -14.1% |
| 3M | -9.6% | +2.7% | -12.3% | -10.9% |
| 6M | -8.9% | +6.5% | -15.4% | -11.9% |
| YTD | -5.2% | +15.2% | -20.3% | -11.7% |
| 1Y | +27.0% | +43.5% | -16.5% | +7.9% |
| 3Y | +39.6% | +135.9% | -96.2% | -2.5% |
| 5Y | -14.4% | +181.5% | -195.9% | -45.3% |
| 10Y | +17.3% | +436.9% | -419.6% | -42.4% |
| All | +178.0% | +244.0% | -65.9% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling