+128.5%
EEM vs LUV
+20.2%
+108.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.9% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +2.1% | -12.4% | +14.4% | +5.2% |
| 3M | +1.0% | -11.0% | +12.0% | +3.5% |
| 6M | +15.9% | -5.0% | +20.9% | +16.6% |
| YTD | +24.6% | -3.8% | +28.4% | +24.0% |
| 1Y | +32.3% | +25.9% | +6.4% | +22.9% |
| 3Y | +85.9% | +42.2% | +43.7% | +61.6% |
| 5Y | +45.4% | -10.8% | +56.1% | +39.3% |
| All | +128.5% | +20.2% | +108.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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