+17.5%
LUV vs EAT
+374.9%
-357.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -1.0% | -7.7% | +6.7% | +1.1% |
| 30D | -12.4% | -13.6% | +1.2% | -9.1% |
| 3M | -11.0% | +33.9% | -44.9% | -18.2% |
| 6M | -5.0% | +47.2% | -52.2% | -15.5% |
| YTD | -3.8% | +48.1% | -51.8% | -14.8% |
| 1Y | +25.9% | +33.7% | -7.8% | +13.8% |
| 3Y | +42.2% | +595.8% | -553.5% | -20.5% |
| 5Y | -10.8% | +314.4% | -325.1% | -45.7% |
| All | +17.5% | +374.9% | -357.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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