+4,394.1%
LUV vs ECL
+12,864.2%
-8,470.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.6% |
| 7D | -1.0% | -1.1% | +0.2% | -0.4% |
| 30D | -12.4% | -0.8% | -11.5% | -12.0% |
| 3M | -11.0% | +5.0% | -16.0% | -13.2% |
| 6M | -5.0% | +0.2% | -5.2% | -4.9% |
| YTD | -3.8% | +5.8% | -9.6% | -6.2% |
| 1Y | +25.9% | +1.5% | +24.4% | +25.1% |
| 3Y | +42.2% | +55.0% | -12.7% | +13.6% |
| 5Y | -10.8% | +29.3% | -40.0% | -23.4% |
| 10Y | +19.0% | +159.3% | -140.4% | -27.5% |
| All | +4,394.1% | +12,864.2% | -8,470.1% | +632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling