+42.2%
LUV vs EIX
-7.1%
+49.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -12.4% | -19.3% | +7.0% | -8.8% |
| 3M | -11.0% | -21.7% | +10.7% | -6.8% |
| 6M | -5.0% | -19.8% | +14.8% | -1.3% |
| YTD | -3.8% | -3.0% | -0.7% | -6.3% |
| 1Y | +25.9% | +5.1% | +20.8% | +19.3% |
| 3Y | +42.2% | -7.0% | +49.2% | +33.7% |
| All | +42.2% | -7.1% | +49.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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