+228.1%
LUV vs EFV
+252.1%
-24.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -0.1% | -2.0% | +1.9% | +1.5% |
| 30D | -14.6% | -0.2% | -14.4% | -14.5% |
| 3M | -5.7% | +9.1% | -14.8% | -11.8% |
| 6M | -8.4% | +11.7% | -20.1% | -15.6% |
| YTD | -5.1% | +17.0% | -22.2% | -15.5% |
| 1Y | +26.6% | +26.7% | -0.1% | +6.1% |
| 3Y | +39.7% | +90.2% | -50.5% | -13.6% |
| 5Y | -12.0% | +96.1% | -108.1% | -46.6% |
| 10Y | +17.3% | +164.5% | -147.2% | -40.9% |
| All | +228.1% | +252.1% | -24.0% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling