-12.0%
LUV vs ED
+66.8%
-78.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.1% | -1.9% | +1.8% | +0.1% |
| 30D | -14.6% | +0.1% | -14.7% | -14.6% |
| 3M | -5.7% | 0.0% | -5.7% | -5.8% |
| 6M | -8.4% | -2.5% | -5.9% | -8.4% |
| YTD | -5.1% | +10.1% | -15.2% | -7.1% |
| 1Y | +26.6% | +13.6% | +13.0% | +23.1% |
| 3Y | +39.7% | +32.4% | +7.2% | +27.5% |
| 5Y | -12.0% | +69.9% | -81.9% | -23.8% |
| All | -12.0% | +66.8% | -78.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling