+92.6%
EWZ vs LUV
+13.2%
+79.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.1% | +0.7% | -0.7% | -0.3% |
| 30D | +8.2% | -13.4% | +21.6% | +12.9% |
| 3M | +13.3% | -9.6% | +22.9% | +16.1% |
| 6M | +3.6% | -8.9% | +12.5% | +5.3% |
| YTD | +21.0% | -5.2% | +26.1% | +19.7% |
| 1Y | +34.7% | +27.0% | +7.6% | +20.1% |
| 3Y | +48.3% | +39.6% | +8.6% | +20.0% |
| 5Y | +60.1% | -14.4% | +74.5% | +52.5% |
| 10Y | +92.6% | +17.3% | +75.3% | +49.4% |
| All | +92.6% | +13.2% | +79.4% | +49.4% |
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