+42.2%
LUV vs ECL
+56.3%
-14.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.4% |
| 7D | -1.0% | -1.1% | +0.2% | -0.3% |
| 30D | -12.4% | -0.8% | -11.5% | -11.9% |
| 3M | -11.0% | +5.0% | -16.0% | -13.7% |
| 6M | -5.0% | +0.2% | -5.2% | -5.5% |
| YTD | -3.8% | +5.8% | -9.6% | -6.4% |
| 1Y | +25.9% | +1.5% | +24.4% | +24.8% |
| 3Y | +42.2% | +55.0% | -12.7% | +17.3% |
| All | +42.2% | +56.3% | -14.1% | +17.3% |
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