+42.2%
LUV vs EFV
+90.2%
-48.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | +0.1% |
| 30D | -12.4% | +0.6% | -13.0% | -13.1% |
| 3M | -11.0% | +7.5% | -18.5% | -18.9% |
| 6M | -5.0% | +13.0% | -18.0% | -18.3% |
| YTD | -3.8% | +18.3% | -22.1% | -21.7% |
| 1Y | +25.9% | +26.7% | -0.8% | -5.6% |
| 3Y | +42.2% | +89.6% | -47.3% | -33.7% |
| All | +42.2% | +90.2% | -48.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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