+144.6%
IEFA vs LUV
+20.2%
+124.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -1.5% | -12.4% | +10.9% | +1.6% |
| 3M | +3.4% | -11.0% | +14.4% | +6.0% |
| 6M | +9.5% | -5.0% | +14.5% | +9.9% |
| YTD | +13.0% | -3.8% | +16.8% | +12.2% |
| 1Y | +18.0% | +25.9% | -7.9% | +9.2% |
| 3Y | +65.4% | +42.2% | +23.1% | +42.9% |
| 5Y | +51.6% | -10.8% | +62.3% | +45.0% |
| All | +144.6% | +20.2% | +124.3% | +114.4% |
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