+4,328.8%
LUV vs ED
+2,238.5%
+2,090.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | +3.1% | +0.5% | +2.6% | +2.9% |
| 30D | -17.4% | +1.1% | -18.5% | -17.8% |
| 3M | -4.9% | +4.6% | -9.5% | -6.7% |
| 6M | -5.7% | -2.0% | -3.7% | -5.6% |
| YTD | -5.2% | +11.7% | -16.9% | -9.7% |
| 1Y | +24.1% | +15.7% | +8.4% | +16.3% |
| 3Y | +39.6% | +34.4% | +5.2% | +21.2% |
| 5Y | -12.5% | +67.3% | -79.8% | -31.2% |
| 10Y | +12.9% | +104.0% | -91.1% | -20.5% |
| All | +4,328.8% | +2,238.5% | +2,090.4% | +923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling