+17.5%
LUV vs EL
+26.1%
-8.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -1.0% | -6.5% | +5.5% | +1.4% |
| 30D | -12.4% | +11.1% | -23.5% | -16.3% |
| 3M | -11.0% | +10.7% | -21.7% | -15.0% |
| 6M | -5.0% | +6.9% | -11.8% | -8.7% |
| YTD | -3.8% | -6.3% | +2.5% | -4.3% |
| 1Y | +25.9% | +13.5% | +12.4% | +15.6% |
| 3Y | +42.2% | -33.1% | +75.3% | +49.2% |
| 5Y | -10.8% | -68.8% | +58.0% | +26.3% |
| All | +17.5% | +26.1% | -8.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling