+144.7%
LUV vs XPO
+9,839.2%
-9,694.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.5% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -13.4% | -8.1% | -5.4% | -12.3% |
| 3M | -9.6% | -19.0% | +9.5% | -6.7% |
| 6M | -8.9% | -5.2% | -3.7% | -8.3% |
| YTD | -5.2% | +35.6% | -40.7% | -9.6% |
| 1Y | +27.0% | +41.1% | -14.1% | +20.1% |
| 3Y | +39.6% | +157.9% | -118.3% | +18.9% |
| 5Y | -14.4% | +265.6% | -280.1% | -32.1% |
| 10Y | +17.3% | +1,516.8% | -1,499.5% | -20.7% |
| All | +144.7% | +9,839.2% | -9,694.5% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling