+22.6%
IEFA vs LUV
+24.6%
-2.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.0% | -18.4% | +19.5% | +4.7% |
| 3M | +4.7% | -3.2% | +7.9% | +5.0% |
| 6M | +8.6% | -14.8% | +23.4% | +9.6% |
| YTD | +14.8% | -2.9% | +17.7% | +14.3% |
| 1Y | +22.6% | +29.6% | -7.0% | +16.2% |
| All | +22.6% | +24.6% | -2.0% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling