+347.0%
EWZ vs LUV
+295.4%
+51.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.6% |
| 30D | -25.9% | +11.3% | -37.1% | -29.0% |
| 3M | -6.1% | +1.0% | -7.2% | -7.3% |
| 6M | -16.1% | +15.6% | -31.7% | -21.6% |
| YTD | +1.0% | +10.9% | -9.9% | -6.1% |
| 1Y | 0.0% | +38.1% | -38.1% | -14.4% |
| 3Y | +16.8% | +108.2% | -91.4% | -19.8% |
| 5Y | +52.1% | +1.7% | +50.3% | +32.7% |
| 10Y | +63.6% | +16.8% | +46.8% | +26.4% |
| All | +347.0% | +295.4% | +51.7% | +75.8% |
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