+303.5%
EWY vs LUV
+20.2%
+283.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.8% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | +7.3% | -12.4% | +19.7% | +11.5% |
| 3M | -5.1% | -11.0% | +5.8% | -1.9% |
| 6M | +42.1% | -5.0% | +47.0% | +44.2% |
| YTD | +94.1% | -3.8% | +97.9% | +94.2% |
| 1Y | +147.8% | +25.9% | +121.9% | +128.6% |
| 3Y | +222.9% | +42.2% | +180.7% | +175.4% |
| 5Y | +150.6% | -10.8% | +161.4% | +140.3% |
| All | +303.5% | +20.2% | +283.2% | +235.3% |
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