+830.6%
EEM vs LUV
+212.5%
+618.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +2.4% | -14.6% | +17.0% | +7.7% |
| 3M | +4.2% | -5.7% | +9.9% | +5.7% |
| 6M | +14.8% | -8.4% | +23.2% | +17.0% |
| YTD | +23.1% | -5.1% | +28.2% | +22.5% |
| 1Y | +32.5% | +26.6% | +6.0% | +19.0% |
| 3Y | +85.9% | +39.7% | +46.2% | +52.8% |
| 5Y | +43.6% | -12.0% | +55.6% | +34.3% |
| 10Y | +127.2% | +17.3% | +109.9% | +69.4% |
| All | +830.6% | +212.5% | +618.1% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling