+17.5%
LUV vs XPO
+1,516.3%
-1,498.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -5.7% | +4.7% | +1.0% |
| 30D | -12.4% | -12.8% | +0.5% | -8.3% |
| 3M | -11.0% | -20.0% | +9.0% | -4.6% |
| 6M | -5.0% | -6.0% | +1.1% | -3.5% |
| YTD | -3.8% | +34.0% | -37.8% | -13.4% |
| 1Y | +25.9% | +35.6% | -9.6% | +12.1% |
| 3Y | +42.2% | +152.3% | -110.1% | -2.9% |
| 5Y | -10.8% | +264.4% | -275.1% | -49.6% |
| All | +17.5% | +1,516.3% | -1,498.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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