+6,206.9%
EW vs LUV
+248.8%
+5,958.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.0% |
| 7D | -4.4% | +3.1% | -7.5% | -5.0% |
| 30D | -3.3% | -17.4% | +14.1% | +0.4% |
| 3M | +1.0% | -4.9% | +5.9% | +1.6% |
| 6M | +6.2% | -5.7% | +11.9% | +6.7% |
| YTD | +1.7% | -5.2% | +6.9% | +1.4% |
| 1Y | +8.1% | +24.1% | -16.0% | +1.5% |
| 3Y | +17.1% | +39.6% | -22.5% | +3.5% |
| 5Y | -29.4% | -12.5% | -16.9% | -32.0% |
| 10Y | +121.7% | +12.9% | +108.8% | +92.9% |
| All | +6,206.9% | +248.8% | +5,958.1% | +3,976.1% |
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