-12.0%
LUV vs EIX
+22.7%
-34.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | -14.6% | -18.8% | +4.2% | -10.7% |
| 3M | -5.7% | -19.7% | +14.0% | -1.3% |
| 6M | -8.4% | -18.2% | +9.8% | -4.9% |
| YTD | -5.1% | -1.7% | -3.4% | -7.9% |
| 1Y | +26.6% | +7.8% | +18.8% | +19.0% |
| 3Y | +39.7% | -5.6% | +45.3% | +33.5% |
| 5Y | -12.0% | +23.7% | -35.7% | -20.8% |
| All | -12.0% | +22.7% | -34.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling