+107.5%
LUV vs ECL
+79.8%
+27.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.7% |
| 7D | +1.1% | +2.9% | -1.8% | -0.7% |
| 30D | +14.2% | +7.5% | +6.7% | +9.5% |
| 3M | +0.6% | +12.2% | -11.6% | -6.2% |
| 6M | +15.1% | +24.6% | -9.5% | +0.9% |
| YTD | +10.2% | +18.8% | -8.6% | 0.0% |
| 1Y | +38.4% | +19.3% | +19.1% | +25.2% |
| 3Y | +107.5% | +78.2% | +29.3% | +69.7% |
| All | +107.5% | +79.8% | +27.7% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling