+513.6%
EWT vs LUV
+20.2%
+493.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -1.1% | -1.0% | -0.2% | -0.9% |
| 30D | +4.5% | -12.4% | +16.8% | +7.6% |
| 3M | +8.3% | -11.0% | +19.2% | +11.0% |
| 6M | +54.2% | -5.0% | +59.2% | +55.4% |
| YTD | +74.6% | -3.8% | +78.4% | +73.9% |
| 1Y | +84.9% | +25.9% | +59.0% | +72.5% |
| 3Y | +197.5% | +42.2% | +155.3% | +161.2% |
| 5Y | +150.6% | -10.8% | +161.4% | +140.2% |
| All | +513.6% | +20.2% | +493.4% | +443.8% |
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