+67.6%
EWZ vs LUV
-13.6%
+81.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.4% |
| 7D | +5.6% | +3.1% | +2.5% | +5.0% |
| 30D | +9.3% | -17.4% | +26.7% | +13.0% |
| 3M | +15.7% | -4.9% | +20.6% | +16.2% |
| 6M | +7.4% | -5.7% | +13.1% | +7.8% |
| YTD | +22.7% | -5.2% | +27.9% | +22.1% |
| 1Y | +36.4% | +24.1% | +12.3% | +28.3% |
| 3Y | +50.4% | +39.6% | +10.8% | +32.7% |
| 5Y | +67.6% | -12.5% | +80.1% | +63.1% |
| All | +67.6% | -13.6% | +81.3% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling