+356.3%
EWZ vs LUV
+306.3%
+50.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -25.5% | +14.0% | -39.5% | -29.2% |
| 3M | -4.5% | +2.6% | -7.1% | -6.2% |
| 6M | -15.3% | +17.3% | -32.6% | -21.2% |
| YTD | +3.1% | +14.0% | -10.9% | -5.0% |
| 1Y | +1.2% | +47.9% | -46.7% | -15.5% |
| 3Y | +19.3% | +114.0% | -94.7% | -18.9% |
| 5Y | +52.3% | +3.2% | +49.1% | +32.3% |
| 10Y | +67.0% | +20.0% | +47.0% | +27.8% |
| All | +356.3% | +306.3% | +50.0% | +77.8% |
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 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