+40.2%
LUV vs EL
-32.9%
+73.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.8% |
| 7D | +0.7% | -2.4% | +3.0% | +1.3% |
| 30D | -13.4% | +13.7% | -27.1% | -17.0% |
| 3M | -9.6% | +14.5% | -24.1% | -13.5% |
| 6M | -8.9% | +7.4% | -16.3% | -11.9% |
| YTD | -5.2% | -4.7% | -0.5% | -6.1% |
| 1Y | +27.0% | +12.9% | +14.1% | +19.1% |
| All | +40.2% | -32.9% | +73.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling