+591.5%
EWT vs LUV
+256.6%
+334.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | +0.7% | +1.5% | +1.9% |
| 30D | +9.4% | -13.4% | +22.8% | +13.8% |
| 3M | +10.9% | -9.6% | +20.5% | +13.7% |
| 6M | +57.9% | -8.9% | +66.8% | +61.2% |
| YTD | +75.9% | -5.2% | +81.1% | +75.5% |
| 1Y | +89.7% | +27.0% | +62.7% | +73.4% |
| 3Y | +200.9% | +39.6% | +161.2% | +157.4% |
| 5Y | +154.5% | -14.4% | +168.9% | +144.4% |
| 10Y | +520.8% | +17.3% | +503.5% | +396.9% |
| All | +591.5% | +256.6% | +334.9% | +233.2% |
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