+4,328.8%
LUV vs EIX
+1,137.3%
+3,191.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.5% |
| 7D | +3.1% | +0.9% | +2.2% | +2.7% |
| 30D | -17.4% | -13.5% | -3.9% | -15.4% |
| 3M | -4.9% | -15.3% | +10.4% | -2.2% |
| 6M | -5.7% | -15.3% | +9.6% | -3.2% |
| YTD | -5.2% | +2.7% | -7.9% | -7.5% |
| 1Y | +24.1% | +17.4% | +6.7% | +17.0% |
| 3Y | +39.6% | -1.3% | +40.9% | +35.7% |
| 5Y | -12.5% | +27.2% | -39.7% | -20.7% |
| 10Y | +12.9% | +22.7% | -9.8% | +0.5% |
| All | +4,328.8% | +1,137.3% | +3,191.5% | +1,787.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling