+4,330.0%
LUV vs EFX
+6,078.9%
-1,748.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | +0.7% | -9.4% | +10.0% | +4.2% |
| 30D | -13.4% | -6.9% | -6.6% | -11.5% |
| 3M | -9.6% | +0.1% | -9.7% | -10.7% |
| 6M | -8.9% | -17.3% | +8.4% | -3.5% |
| YTD | -5.2% | -21.8% | +16.7% | +1.6% |
| 1Y | +27.0% | -32.5% | +59.6% | +43.4% |
| 3Y | +39.6% | -12.3% | +52.0% | +39.3% |
| 5Y | -14.4% | -36.6% | +22.2% | -6.3% |
| 10Y | +17.3% | +41.0% | -23.8% | -8.8% |
| All | +4,330.0% | +6,078.9% | -1,748.9% | +1,138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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